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

["Thomas Z." <tzg@xxxxxxxxxxxxxxxxxxx>]

Hi,

the code seems to works as far as i have tested it.
Have you maybe selected n last days or n last quotations = 1 ?


Regards,
Thomas
www.patternexplorer.com



From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of thomasdrewyallop
Sent: Friday, November 30, 2007 9:41 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Any hints as to why this AFL will not backtest?

_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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