[amibroker] Re: Any hints as to why this AFL will not backtest?

["bsvancara" <bsv@xxxxxxxxxxxxxx>]

PositionSize = MarginDeposit = 1;  ..... This is the error.
Try this:
PositionSize = MarginDeposit == 1; //Double equal sign
or
something like: PositionSize = -10;


--- In amibroker@xxxxxxxxxxxxxxx, "thomasdrewyallop" <drewyallop@xxx>
wrote:
>
> _SECTION_BEGIN("Entropy Bot");
>      SetChartOptions( 0, chartShowDates|chartWrapTitle );
> GraphXSpace=10;
> _N(Title = "{{NAME}} - {{INTERVAL}} {{DATE}} "+_DEFAULT_NAME()+" :
> {{OHLCX}} {{VALUES}}" );
> Filter = 1;
> PositionSize = MarginDeposit = 1;
> LogReturn = LN(Close / Ref(C, -1));
> AvgLogReturn = MA(LogReturn, 4 );
> SquaredLogReturn = LogReturn ^ 2;
> //Root mean squares
> RMS = (Sum (SquaredLogReturn, 4 )/ 4 ) ^ 0.5;
> //Shannon's probability, i.e. the probability that next day's close will
> increase
> p = ((AvgLogReturn / RMS) + 1)/ 2;
> FirstSmoothing = MA(P,5);
> SSFast= MA(FirstSmoothing,7);
> SSSlow = MA(FirstSmoothing,9);
> Buy = Cross (SSSlow, SSFast);
> Sell = Cross (SSFast, SSSlow);
> Cover = Cross (SSSlow, SSFast);
> Short = Cross (SSFast, SSSlow);
> 
> 
> AddColumn (Close, "Close", 1.4);
> AddColumn (FirstSmoothing , "FirstSmoothing ", 1.4);
> AddColumn (SSFast, "SSFast", 1.6);
> AddColumn (SSSlow, "SSSlow", 1.6);
> AddColumn (Buy, "Buy", 1.0);
> AddColumn (Sell, "Sell", 1.0);
> AddColumn (Short, "Short", 1.0);
> AddColumn (Cover, "Cover", 1.0);
> 
> AddColumn (RMS , "RMS", 1.6);
> AddColumn (P, "P", 1.6);
> Plot (SSFast, "SSFast", colorBlue,StyleLine|StyleOwnScale);
> Plot (SSSlow , "SSSlow ", colorBrightGreen,StyleLine|StyleOwnScale);
> Plot (c , "Close ", colorViolet,StyleLine|StyleOwnScale);
> PlotForeign ("DSE One BotEquity" , "DSE One BotEquity", colorRed,
> StyleLine|StyleOwnScale);
> 
> 
> _SECTION_END();
>




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