: [amibroker] Re: Back test questions
Hi Peter --
In this code, Buy is True on every bar where the condition RSI(4) is less
than 30. As long as RSI(4) stays below 30, Buy stays True.
The statement Sell = Close sets the Sell to the value of the Closing price.
Since any non-zero value
As for the apparent use of stops in your results, do you have any AFL code
that is overriding the settings (e.g. ApplyStops)?
No. The sample code I posted produces the issues I discussed. One interesting
thing about the stops showing up in the trade column is that many of the trades
marked
Hi Howard,
Here is some sample code that has the issues I discussed.
---
RSISignal = RSI(4) 30 ;
PositionSize = -10; // invest 10% of portfolio equity in single trade
Buy = RSISignal ;
Sell = Close ;
---
--- In amibroker@yahoogroups.com, Howard B howardba...@... wrote:
Hi Peter --
Hi Howard,
Here is some sample code that has the issues I discussed.
---
RSISignal = RSI(4) 30 ;
PositionSize = -10; // invest 10% of portfolio equity in single trade
Buy = RSISignal ;
Sell = Close ;
---
--- In amibroker@yahoogroups.com, Howard B howardba...@... wrote:
Hi Peter --
Hi Peter --
In this code, Buy is True on every bar where the condition RSI(4) is less
than 30. As long as RSI(4) stays below 30, Buy stays True.
The statement Sell = Close sets the Sell to the value of the Closing price.
Since any non-zero value is interpreted as True, and only exactly zero is
Hi Howard,
I want sell to be true on every bar since I want to cover the position the next
day. That works correctly on most trades but there are some in the trade list
that lasted much longer - for hundreds of bars.
--- In amibroker@yahoogroups.com, Howard B howardba...@... wrote:
Hi Peter
I changed the code to Sell = 0 and set an n-bar stop of 1. That took care of
my issues.
--- In amibroker@yahoogroups.com, peter843 yahoogro...@... wrote:
Hi Howard,
Here is some sample code that has the issues I discussed.
---
RSISignal = RSI(4) 30 ;
PositionSize = -10; //
I believe that either of the two following examples would give you what you
want.
SetTradeDelays(0, 1, 0, 0); // Delay Sell 'till bar after signal
PositionSize = -10; // invest 10% of portfolio equity in single trade
RSISignal = RSI(4) 30;
Buy = RSISignal;
BuyPrice = Close;
Sell = Buy;
