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Tomasz,
Thank you for your reply. I understand now and will better check your
messages in the future.
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hello,
>
> I am afraid I don't understand what you are trying to do.
> First: I already mentioned that ApplyStop DOES NOT
> return any useful value (it just sets internal backtester variables)
> therefore statements like this:
> > Filter = ApplyStop(1,1,X,0) == 1 OR ApplyStop(0,1,Y,0) == 1;
>
> do not make any sense.
>
> Also ApplyStop() affects ONLY "Back test" and "Optimization" modes.
No other
> modes of Automatic analysis are affected.
>
> Also I am not quite sure what was the intention of the following
statements:
> > X = 10/log10(Buy);
> > Y = 8/log10(Buy);
I wanted to generate profit and loss targets in descending scale and
optimize them. So, for example assume 10% Profit Target:
Prices New Koef New Descending %
(1/log10(Buy))
10 1 10
20 0.768621787 7.5
30 0.676992493 6.67
40 0.624196351 6.25
50 0.58859191 5.8
60 0.562381856 5.67
> if Buy is boolean value (either 0 or 1)
> 10/log10() will be either undefined ( there is no logarithm from 0)
> or 0 ( the log10 value from 1)
>
> As far logarihmic scale is considered - please note that
> using percents in stops (mode=1 in ApplyStop) automatically
> ensures "logarithmic nature" of the price scale.
>
> Best regards,
> Tomasz Janeczko
>
> ----- Original Message -----
> From: <artast@xxxx>
> To: <amibroker@xxxx>
> Sent: Friday, November 30, 2001 2:23 AM
> Subject: [amibroker] Adding a log scale into applystop.
>
>
> > Hi,
> >
> > I'd like to add a logarithmic scale into my ApplyStop. But I
still
> > have a problem with it. Assume,
> >
> > Short = ...;
> > X = 10/log10(Buy); file://Min Cover Profit target stop in %
> > Y = 8/log10(Buy); file://Max Cover Loss Stop in %
> > ApplyStop(1,1,X,0);
> > ApplyStop(0,1,Y,0);
> > Cover = 0;
> >
> > Filter = ApplyStop(1,1,X,0) == 1 OR ApplyStop(0,1,Y,0) == 1;
> > AddColumn(C,"C",1.2);
> > AddColumn(X,"X",1.2);
> > AddColumn(Y,"Y",1.2);
> >
> > Thanks in advance for any reply.
> >
> > Regards,
> > artast
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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