|
PureBytes Links
Trading Reference Links
|
Yes. Those tickers are copied exactly from the watch list and pasted
into the AFL. Still no results. Strange.
-Eric.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> The code itself is OK - if only you have tickers
like "Growth1", "SectorRotation1".
> Do you really have such tickers in your database (is
upper/lowercase correct) ???
> Because if you don't then position size would be set by your code
to value of ZERO (no trade).
>
> The other reason is that you may have incorrect settings.
> For example you may be applying your backtest to last 1 bar (check
the RANGE setting).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "ericleake" <eleake@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, December 30, 2004 9:30 PM
> Subject: [amibroker] Re: Variable Position size and Referrencing
Tickers
>
>
> >
> >
> > Tomasz or others:
> >
> > Ok, so what is wrong with this code? I have put the three
tickers
> > into a watch list, and selected the watch list as the filter,
but
> > not getting any trades. I do however get trades when selecting
> > another watch list.
> >
> >
> > SetOption("InitialEquity", 100000 );
> > SetOption("MaxOpenPositions", 3 );
> > SetTradeDelays(0,0,0,0);
> >
> >
> > n = Name();
> > PositionSize= IIf( n == "Growth1", -33,
> > IIf( n == "SectorRotation1", -33,
> > IIf( n == "phydx", -33,
> > -0) ) );
> >
> > Buy=1;
> > Sell=0;
> > Filter = 1;
> > AddColumn(Close,"Close", 4.2);
> >
> > I've even tried commenting out the position sizing IIfs and
stating
> > a straight PositionSize=-33;, but still no trades with this
watch
> > list. The symbols are accurate.
> >
> >
> > -Eric.
> >
> >
> >> Hello,
> >>
> >> You can nest IIFs as infinitely.
> >>
> >> n = Name();
> >> PostitionSize = IIF( n == "MSFT", 1000,
> >> IIF( n == "INTC", 2000,
> >> IIF( n == "AAPL", 2500,
> >> IIF( n == "GOOG", 1500,
> >> 800 /* otherwise */
> >> ) ) ) );
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "ericleake" <eleake@xxxx>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Thursday, December 30, 2004 6:41 PM
> >> Subject: [amibroker] Re: Variable Position size and
Referrencing
> > Tickers
> >>
> >>
> >> >
> >> >
> >> > Graham-
> >> > Thanks for your response. Are we restricted to an IIf
statement
> > with
> >> > only two alternatives, or can we add additional "if, else"?
For
> >> > example, four or five different tickers/position sizes?
> >> >
> >> > If I had any clue how to give an attempt at the code, I
would.
> > But I
> >> > simply don't.
> >> >
> >> > -Eric.
> >> >
> >> > \--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx>
> > wrote:
> >> >> Don't know if it would actually work, but here is corrected
line
> >> >>
> >> >> PositionSize= IIf(name()=="MU", -.25, -50);
> >> >>
> >> >> Cheers,
> >> >> Graham
> >> >> http://e-wire.net.au/~eb_kavan/
> >> >>
> >> >> -----Original Message-----
> >> >> From: ericleake [mailto:eleake@x...]
> >> >> Sent: Thursday, December 30, 2004 12:27 PM
> >> >> To: amibroker@xxxxxxxxxxxxxxx
> >> >> Subject: [amibroker] Variable Position size and Referrencing
> >> > Tickers
> >> >>
> >> >>
> >> >>
> >> >> A question for the group that I can't find the answer for
> >> > elsewhere:
> >> >>
> >> >> Is it possible to select various position sizes per ticker,
> > rather
> >> >> than equal position sizes?
> >> >>
> >> >> For example, something like:
> >> >>
> >> >> PositionSize= IIf(Ticker==MU, -.25, -50);, or possibly with
> > IIf,
> >> >> Else?
> >> >>
> >> >> My objective is to apply various position sizes to several
> >> > different
> >> >> system equity curves-an asset allocation of strategies, if
you
> >> > will.
> >> >>
> >> >> Thanks.
> >> >> -Eric
> >> >>
> >> >>
> >> >>
> >> >>
> >> >>
> >> >>
> >> >>
> >> >> Check AmiBroker web page at:
> >> >> http://www.amibroker.com/
> >> >>
> >> >> Check group FAQ at:
> >> >> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >> >> Yahoo! Groups Links
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> > Check AmiBroker web page at:
> >> > http://www.amibroker.com/
> >> >
> >> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >> > Yahoo! Groups Links
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|