What code change would cause this to exit a position intraday at a 30-bar low?
--- In amibroker@yahoogroups.com, three_percent se...@... wrote:
Robert,
I haven't tried to optimize for CAR or RAR. I usually go for CAR/MDD
instead when I run tests.
Andy
--- In
Robert,
I haven't tried to optimize for CAR or RAR. I usually go for CAR/MDD instead
when I run tests.
Andy
--- In amibroker@yahoogroups.com, Robert Chevallier robert.chevall...@...
wrote:
Hi Three_percent
What are your settings to get 100% CAR or RAR on SP500 ? I'm far from it
Hi Three_percent
What are your settings to get 100% CAR or RAR on SP500 ? I'm far from it
trying your .afl script
2010/3/30 three_percent se...@md.metrocast.net
// ATR/Turtle Script by Andrew Senft
//
Thank you very much for your notes. I took out the ExRem statements out and
now get
Hi Dubi1974,
I do have a program that does it percentage wise rather than point wise. For
some reason, it works a lot better point wise. You are right though, it just
won't trade certain stocks.
Andy
--- In amibroker@yahoogroups.com, dubi1974 gonzale...@... wrote:
Hi three_percent,
Hi three_percent,
looked at your code. The performance for stocks seems to be nice. Just do not
understand, why you use e.g. for BuyThreshold a fixed value (like 0.3). If you
test it on SP stocks like Google, which have always higher ATR than 0.3, they
would never been traded.
You could try to
It' a trend channel finder that computes a tight channel by way of ATR. The
lower the ATR, the tighter the channel. It checks for a trend that keeps on
going up. Notice the half the ATR period checks. Also, it gets out if the
ATR gets too big or it makes 25% for the trade. I'm just
Hi three_percent do you mind if i put this formula on my site for others i will
leave all credit to you of course?
--- In amibroker@yahoogroups.com, three_percent se...@... wrote:
It' a trend channel finder that computes a tight channel by way of ATR.
The lower the ATR, the tighter the
Wisestocktrader, be my guest and post it on your site...
Andy
--- In amibroker@yahoogroups.com, WiseStockTrader wisestocktra...@... wrote:
Hi three_percent do you mind if i put this formula on my site for others i
will leave all credit to you of course?
--- In amibroker@yahoogroups.com,
Missing a semicolon after 3000
--- In amibroker@yahoogroups.com, three_percent se...@... wrote:
Here is my attempt at a turtle script based on the ATR command. I've been
backtesting it against the SP500 since 1990. If you guys have any comments
or improvements, let me know...
Hi,
Without evaluating the actual logic of what you're trying to do, a couple of
quick observations:
1. I suspect that you're missing AND after 3000, not semi colon.
2. You are redundantly recalculating several arrays, where single calculations
stored in variables would result in faster
// ATR/Turtle Script by Andrew Senft
//
Thank you very much for your notes. I took out the ExRem statements out and
now get 100% annual returns on the SP500. A lot more than before. Not sure
if that is right. Also, I'm not sure how to get the initial occurance of the
buy trigger for the
You're still redundantly calculating arrays (e.g. Ref(Close,-1 * ATRPeriod /
2), Ref(Close,-1 * ATRPeriod).
For the rest, it would help if you gave a non coded (e.g. english) description
of your rules.
As for performance, it's good practice run the backtest in full details mode
(see AA
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