Hi,
You're problem is that you are doing exactly what I said not to do. You
must alter your code to produce an intermediate result for each case,
then OR the results togeather.
if ( n == "S&PEmrgMkts" ) { ... Strategy1_Buy = ...}
if ( n == "S&PEmrgMkts" ) { ... Strategy2_Buy = ...}
if ( n == "S&PEmrgMkts" ) { ... Strategy3_Buy = ...}
if ( n == "S&PEmrgMkts" ) { ... Buy = Strategy1_Buy OR Strategy2_Buy
OR Strategy3_Buy;}
Alternatively, you could use the "|=" operator to OR the Buy with itself
and remove the final "if" case. But, if you are not familiar with the
operator, it might just confuse you.
Buy = 0;
if ( n == "S&PEmrgMkts" ) { ... Buy |= Cross(StochFinal,Trigger) AND
(EMA( Close,EMAShort ) > EMA( Close,EMALong ));}
if ( n == "S&PEmrgMkts" ) { ... Buy |= Cross(MA( Close,MAShortBuy
),MA( Close,MALongBuy ));}
if ( n == "S&PEmrgMkts" ) { ... Buy |= Cross(fast,slow);}
Mike
--- In [email protected], "graphman27" <st...@...> wrote:
>
> Here's is most of the code in question...
>
> SetBacktestMode( backtestRegularRawMulti );
>
> SetOption("MaxOpenPositions", 3 ); // This sets maximum number of open
positions
>
> //PosQty = 3; // You can define here how many open positions you want
> //SetOption("MaxOpenPositions", PosQty );
> //PositionSize = -100/PosQty; // invest 100% of portfolio equity
divided by max. position count
>
> //definition of variables for the symbols not included below
> Buy = Sell = 0;
> //symbol-specific rules
> n = Name();
> if( n == "S&PEmrgMkts" )
> {
> //strategy 1 for Emrg Mkts here
> EMAShort = Optimize("EMAShort", 2,2,8,2);
> EMALong = Optimize("EMALong", 10,10,60,5);
> Period = Optimize ("Period", 45,10,50,5);
> Trigger = 50;
>
> StochTop = (Close-(LLV(Close,Period)));
> StochBottom = (HHV(Close,Period)-LLV(Close,Period));
> StochFinal = (StochTop / StochBottom)*100;
>
> Buy = Cross(StochFinal,Trigger) AND (EMA( Close,EMAShort ) > EMA(
Close,EMALong ));
>
> Sell = Cross(Trigger,StochFinal) AND (EMA( Close,EMAShort ) < EMA(
Close,EMALong ));
> ..................
>
> PositionSize = -33;
> }
>
> if( n == "S&PEmrgMkts" )
> {
> //strategy 2 for Emrg Mkts here
> MAShortBuy=Optimize("MAShortBuy",8,7,12,1);
> MALongBuy=Optimize("MALongBuy",60,20,100,10);
> MAShortSell=Optimize("MAShortSell",8,2,8,1);
> MALongSell=Optimize("MALongSell",40,10,80,10);
>
>
> Buy = Cross(MA( Close,MAShortBuy ),MA( Close,MALongBuy ));
>
> Sell = Cross(MA( Close,MALongSell ),MA( Close,MAshortSell ));
>
>
> Short = 0;
>
> Cover = 0;
>
> Plot( MA ( Close,8 ),"MAShortBuy", colorGreen, styleThick );
> Plot( MA ( Close,60 ),"MALongBuy", colorRed, styleThick );
> Plot( MA ( Close,8 ),"MAShortSell", colorBlue, styleThick );
> Plot( MA ( Close,40 ),"MALongSell", colorLightBlue, styleThick );
> ............................
>
> PositionSize = -33;
> }
>
> if( n == "S&PEmrgMkts" )
> {
> //strategy 3 for Emrg Mkts here
> smooth = Optimize("smooth",40,10,65,5);
> Lag = Optimize("lag",10,2,10,1);
> fast = DEMA(C,smooth);
> slow = Ref(EMA(C,smooth),-Lag);
> Buy = Cross(fast,slow);
> Sell = Cross(slow,fast) OR slow == fast;
> ......................
> PositionSize = -33;
>
> Maybe you can tell what I'm doing wrong. I can't get more than one
buy at a time. Separately, each section of code works fine in
individual backtests.
>
> Thanks in advance!
>
> Steve.
>
>
> --- In [email protected], "Mike" sfclimbers@ wrote:
> >
> > Without a code sample, it's hard to understand what you are saying.
But, bottom line is that you must have a single Buy statement which
includes all the logic of all the formulas.
> >
> > e.g.
> > Strategy1_Buy = ...
> > Strategy2_Buy = ...
> >
> > Buy = Strategy1_Buy OR Strategy2_Buy; // Correct
> >
> > You cannot have multiple Buy statements, if that is what you are
doing.
> >
> > e.g.
> > Buy = ...
> > Buy = ... // Wrong
> >
> > When using multiple Buy assignments, you are clobbering whatever Buy
used to hold and the last assignment will be the *only* logic that is
applied.
> >
> > Mike
> >
> > --- In [email protected], "graphman27" <steve@> wrote:
> > >
> > > I downloaded 5.30 and still can't get it to work. What I do see
is mutiple positions for one symbol IF there is only one signal formula
for a symbol. I have three separate formulas for one symbol, which
doesn't seem to work with BacktestRegularRawMulti. I scanned through
the detailed log and saw multiple positions for the single formula and
never more than one for the multiple formulas. Also, it was always
using the second formula. I have position shrinking turned on too.
> > >
> > > Here is what I'm saying about formulas:
> > >
> > > Symbol #1 has three separate formulas for buy and sells.
> > > Symbol #2 has one formula.
> > > Symbol #3 has one formula.
> > > Symbol #4 has one formula.
> > >
> > > Thanks.
> > >
> > > --- In [email protected], "Mike" <sfclimbers@> wrote:
> > > >
> > > > Hi,
> > > > It's working fine for me (version 5.30 trial). Note that you may
need to
> > > > allow position size shrinking for all trades to fire. Use the
detailed
> > > > log option from AA Settings Report tab to see what's going on.
> > > > SetBacktestMode(backtestRegularRawMulti);
> > > >
> > > > PositionSize = -33;
> > > > Dates = DateTime();
> > > > Buy = Dates == StrToDateTime("2010-Jan-05") || Dates ==
> > > > StrToDateTime("2010-Jan-11") || Dates ==
StrToDateTime("2010-Jan-07");
> > > > Sell = DateTime() == StrToDateTime("2010-Jan-15");
> > > > Mike
> > > > --- In [email protected], "graphman27" <steve@> wrote:
> > > > >
> > > > > I developed different signals for the same symbol and want all
signals
> > > > to work individually within the portfolio backtester. It ain't
workin'!
> > > > I tried adding "SetBacktestMode (backtestRegularRawMulti);" to
the
> > > > beginning of my code, to no avail. I have the position size set
up for
> > > > -33 and three separate signals. It only seems to be pulling one
signal,
> > > > because the number of trades and the CAR should be 3Xs higher
than it
> > > > is.
> > > > >
> > > > > Help!
> > > > >
> > > > > Thanks,
> > > > >
> > > > > Steve.
> > > > >
> > > >
> > >
> >
>
