Hi Ford -- Backtesting is important.
In-sample backtesting results have no relation to future performance. Out-of-sample testing is the only way to get an estimate of future performance. Look for the 60% in out-of-sample runs. Thanks for listening, Howard On Sun, Sep 5, 2010 at 7:33 AM, ford7k <[email protected]> wrote: > > > Hi Reinsley > many thanks for the code. > > Now I will try to test this manually. > then try backtesting if it suits to find statistical success rate(if above > 60%,i will use it). > regards > ford > > --- In [email protected] <amibroker%40yahoogroups.com>, reinsley > <reins...@...> wrote: > > > > > > |// sar TS > > accel = Param("Acceleration", 0.02, 0, 1, 0.001); > > mx = Param("Max. acceleration", 0.2, 0, 1, 0.001); > > > > f_sar = SAR(accel,mx); > > > > colordots = IIf(f_sar < *L*,*colorBrightGreen*,IIf(f_sar > > > *H*,*colorRed*,*colorWhite*)); > > > > *Buy* = Cross(*C*,f_sar); *Buy* = Ref(*Buy*,-1); *BuyPrice* = *O*; > > *Sell* = Cross(f_sar,*C*); *Sell* = Ref(*Sell*,-1); *SellPrice* = *O*; > > > > SetBarsRequired(-2,-2); > > SetChartOptions(0, *chartShowDates*); > > Plot(*C*,"\nClose",*colorWhite*,64); > > Plot(f_sar,"\nf_sar",colordots,*styleDots*|*styleNoLine*); > > > > PlotShapes(IIf(*Buy*,*shapeUpArrow*,*shapeNone*),*colorGreen*,0,*L*,-15); > > > PlotShapes(IIf(*Buy*,*shapeHollowUpArrow*,*shapeNone*),*colorWhite*,0,*L*,-15); > > > > > > PlotShapes(IIf(*Buy*,*shapeHollowSmallCircle*,*shapeNone*),*colorWhite*,0,*BuyPrice*,0); > > > > > > > > PlotShapes(IIf(*Sell*,*shapeDownArrow*,*shapeNone*),*colorRed*,0,*H*,-15); > > > PlotShapes(IIf(*Sell*,*shapeHollowDownArrow*,*shapeNone*),*colorWhite*,0,*H*,-15); > > > > > > PlotShapes(IIf(*Sell*,*shapeHollowSmallCircle*,*shapeNone*),*colorWhite*,0,*SellPrice*,0);| > > > > > > > > > > > Le 04/09/2010 14:47, ford7k a écrit : > > > > > > Hi afl experts, > > > Can somebody kindly provide me the afl code for using SAR for intraday > > > trading. > > > > > > Does it help to combine SAR with any other indicator for better > results? > > > > > > thanks > > > ford > > > > > > > > > > >
