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[amibroker] Re: Setup for Forex backtesting



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Ummm... There was an error in my clipped script here is the correct 
one,

--- start of clip ---

// Initialize the trade commands
Buy = Sell = Short = Cover = 0;

// Count the bars since last command
Bu = BarsSince(Buy);
Se = BarsSince(Sell);
Sh = BarsSince(Short);
Co = BarsSince(Cover);

// Find out the status of latest position
LongOpen = (Bu < Se) AND (Bu < Sh) AND (Bu < Co);
ShortOpen = (Sh < Se) AND (Sh < Bu) AND (Sh < Co);
NoOpenPos = IIf(LongOpen + ShortOpen, 0, 1);

--- end of clip ---
Jan

--- In amibroker@xxxxxxxxxxxxxxx, "pip_hunter_2003" 
<pip_hunter_2003@xxxx> wrote:
> Thank you very much for your reply. I think this can help me in 
many 
> ways.
> 
> Also after reading more carefully the AFL manual I found the 
function 
> BarsSince(). I think that by this function I can see the status (is 
> it long or short) of my latest position but I cannot get it work 
> correctly (maybe I am missing the nature of this function?!). 
> 
> Could you possible (or somebody else) check what is wrong with my 
> following formulas in my backtesting script,
> 
> --- start of clip ---
> 
> // Initialize the trade commands
> Buy = Sell = Short = Cover = 0;
> 
> // Count the bars since last command
> Bu = BarsSince(Buy = 1);
> Se = BarsSince(Sell = 1);
> Sh = BarsSince(Short = 1);
> Co = BarsSince(Cover = 1);
> 
> // Find out the status of latest position
> LongOpen = (Bu < Se) AND (Bu < Sh) AND (Bu < Co);
> ShortOpen = (Sh < Se) AND (Sh < Bu) AND (Sh < Co);
> NoOpenPos = IIf(LongOpen + ShortOpen, 0, 1);
> 
> --- end of clip ---
> Jan
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Pal Anand" <palsanand@xxxx> 
wrote:
> > /* in Indicator Builder after running the back-test to see the 
> chart 
> >  of the number of Open long and short positions of your system. 
Use 
> > the following code: */
> > 
> > Graph1 = Foreign( "~OpenLongPosCount", "V"); 
> > //Plot(Graph1,"OpenLongPosCount",1,style=1,0,20);
> > Graph2 = Foreign( "~OpenShortPosCount", "V"); 
> > //Plot(Graph2,"OpenShortPosCount",2,style=1,0,20);
> > //Plot(5,"MaxOpenPos",colorYellow);
> > 
> > rgds Pal


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