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--- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
<electricwally77@xxx> wrote:
>
> Hi Brian
>
> > I already started on an example for you.
> > It is at the UKB under BuyAndHold.
>
> Brian, what do you mean by UKB ?
It's the Users' Knowledge Base which is an internet site provided by
AB for the use of Ami users who want to feature their work, or give
more formal answers to questions, in a structured searchable database.
Form time to time I post my answers there if they are likely to have
general interest for a wider Ami sub-group.
Follow the link:
http://www.amibroker.org/userkb/
'Your' answer is the first post listed under "Recent Posts" in the
right hand sidebar - its called BuyAndHold click on the link.
Thanks for starting the example.
>
> > I noted your points and it should clear them all up, except for
the
> > Wizard - if you enter the code into the Wizard as I have written
it
> > you should come up with a passmark.
>
> What is a passmark? Therefore what your saying is that it can't be
> programmed using the AFL Wizard?
>
Yes, you should be able to copy my code or use it in the Wizard - a
passmark means that the Wizard will accept it.
I don't use the Wizard so I hope you can manage that part of it
yourself but my post is self-explanatory and you might not want to
use the Wizard after you see it.
> > I'll finish it within the next 24 -48 hours.
>
> I really appreciate that Brian.
>
> > It doesn't look like it will produce an interesting trading
system
>
> I understand. But with me, I won't know what it will produce until I
> learn to backtest it and then I can say for sure "why " it is or is
> not an interesting system. Correct?
Yes, that's right.
Most system tests don't return 'good' results but if you work on
figuring out why a system does, or does not work, it helps towards
finding some good ones later on.
>
> > but it does explain a lot about backtesting.
>
> Okay. Sounds good Brian. I will wait for your next post.
> I really tried hard to find the formula using the AFL Wizard but
none
> of the commands
>
> Thank you for helping me.
You're welcome.
> Walter
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >
> > O.K.
> > I understand your situation - AmiBroker does jam the neural
pathways
> > when we first start to learn it.
> >
> > I already started on an example for you.
> > It is at the UKB under BuyAndHold.
> >
> > I noted your points and it should clear them all up, except for
the
> > Wizard - if you enter the code into the Wizard as I have written
it
> > you should come up with a passmark.
> >
> > It has a Buy&Hold plot at the moment as well as a chart with your
> > trading system arrows to mark the buy and sell.
> > The next step is to add the equity curve for your system and plot
it
> > in the one pane (alongside the B&H) for comparison.
> >
> > The idea is to show you, using plots, what the backtester does
> > (except we are only using one stock and the backtester can do
> > multiples).
> >
> > You can use the formulas on any stock and any number of bars (I
> > didn't use Yahoo - I just used the stock that was current in my
> > database when I opened it - i.e. it was picked at random).
> >
> > I'll finish it within the next 24 -48 hours.
> >
> > It doesn't look like it will produce an interesting trading
system
> > but it does explain a lot about backtesting.
> >
> >
> > brian_z
> >
> > http://www.amibroker.org/userkb/
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
> > <electricwally77@> wrote:
> > >
> > >
> > >
> > > Actually the Buy & Hold formula could also be called Buy and
Sell
> > only
> > > one time. In other words, I'll settle for buying the stock on
the
> > > first bar (back in 1962) and selling the stock on the last bar
(in
> > 2007).
> > >
> > > That to me is pretty much a Buy and Hold strategy as well.
> > >
> > > The stock is Hewlitt Packard (HPQ) and the data consists of
11,561
> > > Daily bars starting on January 2, 1962 and ending on the last
bar on
> > > December 4, 2007.
> > >
> > > Its not critical where I get in on the first bar or where I get
out
> > on
> > > the last bar.
> > >
> > > Thank you
> > > Walter
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
> > > <electricwally77@> wrote:
> > > >
> > > >
> > > >
> > > > Brian
> > > >
> > > > I also forgot to mention that I would (if at all possible
please)
> > > > prefer to try and come up with the Buy & Hold code using the
AFL
> > > > Wizard. Its easy to use. I understand that pure coding in AFL
is
> > the
> > > > way to go but I'm not there yet. Eventually I'll learn it.
> > > >
> > > > I'm spending much time on this trying to play catch up with
> > everyone
> > > > else. Hopefully someday soon I'll post something other than
> > > > rudimentary questions. In the meantime, that's where I'm at
right
> > now.
> > > >
> > > > I'm sure you've seen the AFL WIZARD (see Analysis - AFL Code
> > Wizard).
> > > > Its amazing and if it wasn't an option in the program I would
be
> > lost.
> > > >
> > > > I'm really curious if what I'm trying to accomplish can be
> > created in
> > > > the AFL Wizard. Honestly, I've been at it for hours yesterday
and
> > > > could not come up with a formula that AB was happy with. I'm
> > convinced
> > > > I've got something wrong in the settings and the AFL code.
More
> > > > hunting today. Learniing is fun!
> > > >
> > > > Thank you
> > > > Walter
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
> > > > <electricwally77@> wrote:
> > > > >
> > > > > Hi Brian
> > > > >
> > > > > > Do you want the B&H as well as a comparison?
> > > > >
> > > > > Yes. Actually its the other way around. I would like to do
the
> > system
> > > > > test I mentioned in post 117721 and use the B&H as a
> > comparison. I
> > > > > thought about my previous reply to you and forgot to
mention
> > that the
> > > > > Buy & Hold was needed as well to do a comparison against
the
> > system
> > > > test.
> > > > >
> > > > > I apologize for the confusion.
> > > > >
> > > > > Thanks Brian
> > > > > Walter
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111"
<brian_z111@>
> > wrote:
> > > > > >
> > > > > > > I'm back testing someone's basic SMA system. I jsut
want to
> > see
> > > > > > > returns of his system over a longer period of time.
> > > > > >
> > > > > > O.K
> > > > > >
> > > > > > But that's not buy & hold - that is a system test.
> > > > > > Do you want the B&H as well as a comparison?
> > > > > >
> > > > > > brian_z
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
> > > > > > <electricwally77@> wrote:
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > Hi Brian
> > > > > > >
> > > > > > > >>Q1. Where do you want to use the answer?
> > > > > > >
> > > > > > > I'm back testing someone's basic SMA system. I jsut
want to
> > see
> > > > > > > returns of his system over a longer period of time.
> > > > > > >
> > > > > > > >> Q2. How much money have you got to spend i.e. what
is
> > your
> > > > > > initial
> > > > > > > equity?
> > > > > > >
> > > > > > > Start with $100,000.
> > > > > > >
> > > > > > > >> Q3. The first bar has a lot of points on it -
everything
> > > equal to
> > > > > > > and between the high and the low. Which data point do
you
> > mean -
> > > > > > Open,
> > > > > > > Close, High, Low or something else?
> > > > > > >
> > > > > > > I understand the data points but not sure of your
question.
> > I
> > > simply
> > > > > > > would like to buy at the open on the first bar or even
on
> > the
> > > close
> > > > > > or
> > > > > > > anywhere on the first bar. Its really not that important
(I
> > > think).
> > > > > > > Not sure about the exit. This is where it gets fuzzy. I
> > assume the
> > > > > > > exit would be to sell on the most recent bar (last bar
in
> > the
> > > data)
> > > > > > to
> > > > > > > close out the position.
> > > > > > >
> > > > > > > Thus I guess its not called buy and hold because if we
sell
> > it we
> > > > > > > close the position. However we did actually Buy and
Hold it
> > from
> > > > > > 1962
> > > > > > > to 2007. Whatever....I'm confused.
> > > > > > >
> > > > > > > I'm just trying to test a system I was presented with
that
> > has 3
> > > > > > SMA's
> > > > > > > for example, let's just call them the following (40
day
> > SMA,
> > > 80 day
> > > > > > > SMA and 200 day SMA). The system only buys (enters long)
on
> > the
> > > next
> > > > > > > morning when the stock closes the previous day above
all
> > three
> > > SMA's
> > > > > > > and sells the next morning (exits long) when the stock
> > closes the
> > > > > > > previous day below all three SMA's. If we are long the
stock
> > > and it
> > > > > > is
> > > > > > > trading within the three moving averages then it is
simply
> > a HOLD
> > > > > > (no
> > > > > > > action).
> > > > > > >
> > > > > > > I'm testing it on all the data available on HPQ
(Hewlitt
> > Packard)
> > > > > > > downloaded from yahoo.
> > > > > > >
> > > > > > > >>> If you can answer them I'll see if I can give you a
> > quick
> > > answer
> > > > > > > to get you going while you take your time to take in
the
> > full AA
> > > > > > picture.
> > > > > > >
> > > > > > > Okay Brian. Sounds good.
> > > > > > >
> > > > > > > Thanks for all your time.
> > > > > > > Walter
> > > > > > >
> > > > > > >
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111"
<brian_z111@>
> > > wrote:
> > > > > > > >
> > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
> > > > > > > > <electricwally77@> wrote:
> > > > > > > > >
> > > > > > > > > Hi Brian
> > > > > > > > >
> > > > > > > > > I appreciate all the help. I guess -at this point-
my
> > specific
> > > > > > > > > question would be how and what are the correct
settings
> > in
> > > the
> > > > > > AA
> > > > > > > > > "settings" window under the tabs called;
> > > > > > > > > General,Trades,Stops,Report,Portfolio
> > > > > > > > >
> > > > > > > > > The help file tells me to set the min. shares to 1
yet
> > I
> > > > > > believe you
> > > > > > > > > said to set it to 0.0001. I'm confused. Sorry 'bout
> > that.
> > > > > > > > >
> > > > > > > > > I really need to sit down and dig into the help
files
> > and
> > > > > > figure how
> > > > > > > > > and why to set the parameters in the "settings"
window.
> > > > > > > > >
> > > > > > > > > All I'm trying to accomplish (please bear with me)
is to
> > > create
> > > > > > a
> > > > > > > > simple
> > > > > > > > > "buy on first bar" and "sell on last bar".
> > > > > > > >
> > > > > > > > Q1. Where do you want to use the answer?
> > > > > > > >
> > > > > > > > Do you just want to plot it or what (to start with)?
> > > > > > > >
> > > > > > > >
> > > > > > > > Q2. How much money have you got to spend i.e. what is
> > your
> > > > > > initial
> > > > > > > > equity?
> > > > > > > >
> > > > > > > > Q3. The first bar has a lot of points on it -
everything
> > > equal to
> > > > > > and
> > > > > > > > between the high and the low. Which data point do you
> > mean -
> > > > > > Open,
> > > > > > > > Close, High, Low or something else?
> > > > > > > >
> > > > > > > > AA needs to know the answer to questions like this
before
> > it
> > > can
> > > > > > > > proceed.
> > > > > > > >
> > > > > > > > If you can answer them I'll see if I can give you a
quick
> > > answer
> > > > > > to
> > > > > > > > get you going while you take your time to take in the
> > full AA
> > > > > > picture.
> > > > > > > >
> > > > > > > >
> > > > > > > > brian_z
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > > I did not know it would be
> > > > > > > > > this intricate to accomplish. Intricate as defined
by a
> > > newbie
> > > > > > such
> > > > > > > > as
> > > > > > > > > myself.
> > > > > > > > >
> > > > > > > > > I'm using only one stock (HPQ) using daily data
from
> > 1962 to
> > > > > > > > present.
> > > > > > > > > The total daily bars are 11,561.
> > > > > > > > >
> > > > > > > > > Let me keep digging. I'll nail it down eventually.
I
> > know
> > > back
> > > > > > > > testing
> > > > > > > > > involves a rather high learning curve but the
payoff is
> > well
> > > > > > worth
> > > > > > > > it
> > > > > > > > > once I understand and begin to maneuver around and
> > > actually see
> > > > > > > > > systems work.
> > > > > > > > >
> > > > > > > > > Thanks Brian
> > > > > > > > > Walter
> > > > > > > > >
> > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111"
> > <brian_z111@>
> > > > > > wrote:
> > > > > > > > > >
> > > > > > > > > > If you get stuck come back with a specific
question.
> > > > > > > > > >
> > > > > > > > > > You should be able to replicate the outcomes of
the
> > code
> > > > > > below
> > > > > > > > > > (understanding it's principles is the basis of
B&H).
> > > > > > > > > > If you can't let me know.
> > > > > > > > > >
> > > > > > > > > > The only real difference between it and my PDF is
> > that you
> > > > > > only
> > > > > > > > want
> > > > > > > > > > to B&H one stock whereas in the PDF I used three
> > (from
> > > > > > memory).
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > > I'm not necessarily around every day but I will
check
> > > back on
> > > > > > > > this
> > > > > > > > > > topic at some stage.
> > > > > > > > > >
> > > > > > > > > > > Filter = 1;
> > > > > > > > > >
> > > > > > > > > > >//In AA settings Initial Equity = 1
> > > > > > > > > > > //Min shares = 0.0001
> > > > > > > > > > > //Run on all quotations
> > > > > > > > > > >
> > > > > > > > > > > PositionSize = -100;
> > > > > > > > > > >
> > > > > > > > > > > Buy =1;
> > > > > > > > > > > Sell = 0;
> > > > > > > > > > >
> > > > > > > > > > > e = Equity();
> > > > > > > > > > >
> > > > > > > > > > > AddColumn(e,"equity",1.6,1);
> > > > > > > > > > >
> > > > > > > > > > > Plot(e * 28.01,"Equity",1,1);//manually enter
the
> > > starting
> > > > > > > > close for
> > > > > > > > > > > your symbol
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
> > > > > > > > > > <electricwally77@> wrote:
> > > > > > > > > > >
> > > > > > > > > > > Hi Brian
> > > > > > > > > > >
> > > > > > > > > > > I appreciate all your help. I'm slowly reading
and
> > > trying to
> > > > > > > > > > > understand all that you have presented. Please
give
> > me
> > > some
> > > > > > > > time to
> > > > > > > > > > > figure all this out. I went into my settings in
the
> > AA
> > > > > > window
> > > > > > > > and I
> > > > > > > > > > am
> > > > > > > > > > > making some changes.
> > > > > > > > > > >
> > > > > > > > > > > First thing I noticed was that "min. shares"
was
> > set
> > > > > > to .01
> > > > > > > > > > > I changed it to 1.
> > > > > > > > > > >
> > > > > > > > > > > I'm reading through some help files as well (in
> > > regards to
> > > > > > the
> > > > > > > > AA
> > > > > > > > > > > window "settings" button.)
> > > > > > > > > > >
> > > > > > > > > > > I just wanted to send you this quick note to
let
> > you know
> > > > > > I'm
> > > > > > > > > > working
> > > > > > > > > > > on it.
> > > > > > > > > > >
> > > > > > > > > > > Thank you again
> > > > > > > > > > > Walter
> > > > > > > > > > >
> > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111"
> > > > > > <brian_z111@>
> > > > > > > > wrote:
> > > > > > > > > > > >
> > > > > > > > > > > > Walter,
> > > > > > > > > > > >
> > > > > > > > > > > > Backtesting in the AA window is a simulation
of
> > real
> > > > > > trading
> > > > > > > > > > > > conditions - the trade requires an intitial
equity
> > > and a
> > > > > > > > setting
> > > > > > > > > > for
> > > > > > > > > > > > the minimum size allowed (one share or part
of a
> > share)
> > > > > > plus
> > > > > > > > > > other
> > > > > > > > > > > > settings.
> > > > > > > > > > > >
> > > > > > > > > > > > In my example PDF file I show where and when
I
> > accepted
> > > > > > the
> > > > > > > > > > defaults
> > > > > > > > > > > > or changed them (the file is not exact or the
be
> > all
> > > and
> > > > > > end
> > > > > > > > all -
> > > > > > > > > > it
> > > > > > > > > > > > only attempts to convey the main principles
> > involved).
> > > > > > > > > > > >
> > > > > > > > > > > > Using a small training database I selected a
> > symbol
> > > that
> > > > > > had
> > > > > > > > an
> > > > > > > > > > > > opening close price of 28.01.
> > > > > > > > > > > >
> > > > > > > > > > > > The I ran the following in AA - with the
symbol
> > > selected
> > > > > > as
> > > > > > > > the
> > > > > > > > > > > > current symbol in the All Symbols list.
> > > > > > > > > > > > The AB defaults are accepted except for
> > PositionSize
> > > and
> > > > > > > > > > MinShares
> > > > > > > > > > > > and Intitial Equity i.e. buy is on the Close.
> > > > > > > > > > > >
> > > > > > > > > > > > Equity itself will be a compounded % of the
ROC
> > for 1
> > > > > > period
> > > > > > > > on
> > > > > > > > > > the
> > > > > > > > > > > > close.
> > > > > > > > > > > > Multiplying it by the starting close price
adjusts
> > > equity
> > > > > > so
> > > > > > > > that
> > > > > > > > > > it
> > > > > > > > > > > > is relative to the starting close.
> > > > > > > > > > > >
> > > > > > > > > > > > Note: Intitial Eq does not allow decimal
places
> > so I
> > > > > > chose 1
> > > > > > > > > > dollar.
> > > > > > > > > > > > Then I allowed shares to be purchased in
> > 1/10000th
> > > > > > parcels so
> > > > > > > > > > that
> > > > > > > > > > > > the 1 dollar equity could be apportioned by
up to
> > 4
> > > > > > decimal
> > > > > > > > > > places
> > > > > > > > > > > > with accuracy.
> > > > > > > > > > > >
> > > > > > > > > > > > Filter = 1;
> > > > > > > > > > > >
> > > > > > > > > > > > //In AA settings Initial Equity = 1
> > > > > > > > > > > > //Min shares = 0.0001
> > > > > > > > > > > > //Run on all quotations
> > > > > > > > > > > >
> > > > > > > > > > > > PositionSize = -100;
> > > > > > > > > > > >
> > > > > > > > > > > > Buy =1;
> > > > > > > > > > > > Sell = 0;
> > > > > > > > > > > >
> > > > > > > > > > > > e = Equity();
> > > > > > > > > > > >
> > > > > > > > > > > > AddColumn(e,"equity",1.6,1);
> > > > > > > > > > > >
> > > > > > > > > > > > Plot(e * 28.01,"Equity",1,1);//manually enter
the
> > > > > > starting
> > > > > > > > close
> > > > > > > > > > for
> > > > > > > > > > > > your symbol
> > > > > > > > > > > >
> > > > > > > > > > > > Since the plot simulates buying 1 * the
opening
> > close
> > > > > > price
> > > > > > > > it
> > > > > > > > > > > > exactly equals the price chart (which is what
I
> > > would get
> > > > > > if
> > > > > > > > I
> > > > > > > > > > bought
> > > > > > > > > > > > 1 share at the close of the first bar).
> > > > > > > > > > > > The number of bars doesn't matter since it is
> > never
> > > sold
> > > > > > in a
> > > > > > > > buy
> > > > > > > > > > and
> > > > > > > > > > > > hold (a little poetry there).
> > > > > > > > > > > >
> > > > > > > > > > > > The same thing can be done other ways:
> > > > > > > > > > > >
> > > > > > > > > > > > for example someone else provides this method
( I
> > won't
> > > > > > > > explain
> > > > > > > > > > it
> > > > > > > > > > > > because it is not mine but I don't see any
reason
> > why
> > > > > > that
> > > > > > > > type
> > > > > > > > > > of
> > > > > > > > > > > > approach wouldn't work).
> > > > > > > > > > > >
> > > > > > > > > > > > /* now buy and hold simulation */
> > > > > > > > > > > > Short=Cover= 0;
> > > > > > > > > > > > Buy=Status(" firstbarintest" );
> > > > > > > > > > > > Sell=Status( "lastbarintest" );
> > > > > > > > > > > > SetTradeDelays( 0,0,0,0); PositionSize = -100;
> > > > > > > > > > > > ApplyStop(0, 0,0,0);
> > > > > > > > > > > > ApplyStop(1, 0,0,0);
> > > > > > > > > > > > ApplyStop(2, 0,0,0);
> > > > > > > > > > > > Plot( Equity( 0, -2 ), "Buy&Hold", -9 );
> > > > > > > > > > > > }
> > > > > > > > > > > >
> > > > > > > > > > > >
> > > > > > > > > > > > brian_z
> > > > > > > > > > > >
> > > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter
Lepore"
> > > > > > > > > > > > <electricwally77@> wrote:
> > > > > > > > > > > > >
> > > > > > > > > > > > > Hi Brian
> > > > > > > > > > > > >
> > > > > > > > > > > > > I thank you for helping.
> > > > > > > > > > > > >
> > > > > > > > > > > > > Based on your advice, here is the code I
> > entered...
> > > > > > > > > > > > >
> > > > > > > > > > > > > _N(Title = StrFormat("{{NAME}} -
{{INTERVAL}}
> > > {{DATE}}
> > > > > > Open
> > > > > > > > %g,
> > > > > > > > > > Hi %
> > > > > > > > > > > > g,
> > > > > > > > > > > > > Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H,
L,
> > C,
> > > > > > > > SelectedValue
> > > > > > > > > > ( ROC
> > > > > > > > > > > > (
> > > > > > > > > > > > > C, 1 ) ) ));
> > > > > > > > > > > > > Plot( C, "Close", ParamColor("Color",
> > colorBlack ),
> > > > > > > > > > styleNoTitle |
> > > > > > > > > > > > > ParamStyle("Style") | GetPriceStyle() );
> > > > > > > > > > > > > _SECTION_END();
> > > > > > > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > > > Buy = 1;
> > > > > > > > > > > > > Sell = 0;
> > > > > > > > > > > > >
> > > > > > > > > > > > > I clicked "apply indicator" in the formula
> > window and
> > > > > > > > completed
> > > > > > > > > > a
> > > > > > > > > > > > back
> > > > > > > > > > > > > test but received some strange results. My
> > trade list
> > > > > > in
> > > > > > > > the AA
> > > > > > > > > > > > window
> > > > > > > > > > > > > shows 5 trades total. Under the trade
column,
> > the
> > > first
> > > > > > > > trade
> > > > > > > > > > says
> > > > > > > > > > > > > "OUT". 2nd trade says "Long", 3rd trade says
> > > "Out", 4th
> > > > > > > > trade
> > > > > > > > > > says
> > > > > > > > > > > > > "Long" and the 5th trade says "Out".
> > > > > > > > > > > > >
> > > > > > > > > > > > > I clicked "show actual trades" and it shows
a
> > red
> > > arrow
> > > > > > on
> > > > > > > > bar
> > > > > > > > > > 1
> > > > > > > > > > > > and a
> > > > > > > > > > > > > green and red arrow on bar 11,560 and a
green
> > and red
> > > > > > arrow
> > > > > > > > on
> > > > > > > > > > bar
> > > > > > > > > > > > > 11,561.
> > > > > > > > > > > > >
> > > > > > > > > > > > > There are 11,561 bars total (daily data
from
> > 1962 to
> > > > > > 2007)
> > > > > > > > > > > > >
> > > > > > > > > > > > > Hope you can help please
> > > > > > > > > > > > >
> > > > > > > > > > > > > Thanks Brian
> > > > > > > > > > > > > Walter
> > > > > > > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > > > --- In
amibroker@xxxxxxxxxxxxxxx, "brian_z111"
> > > > > > > > <brian_z111@>
> > > > > > > > > > wrote:
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > Walter,
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > There' more than one way - here's a
simple
> > one.
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > buy = 1;
> > > > > > > > > > > > > > sell = 0;
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > There's an extended example in the files
> > section of
> > > > > > this
> > > > > > > > > > message
> > > > > > > > > > > > > > board.
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > Files > CompareIndexToPortfolio
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > brian_z
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Walter
> > Lepore"
> > > > > > > > > > > > > > <electricwally77@> wrote:
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > Hi Members
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > Please bear with me. I am trying to
write a
> > > simply
> > > > > > Buy
> > > > > > > > and
> > > > > > > > > > Hold
> > > > > > > > > > > > > > system
> > > > > > > > > > > > > > > using only one stock (HPQ-Hewlitt
Packard).
> > I'm
> > > > > > using
> > > > > > > > End
> > > > > > > > > > of
> > > > > > > > > > > > Day
> > > > > > > > > > > > > > data
> > > > > > > > > > > > > > > and programming using the AFL Wizard .
I've
> > > been at
> > > > > > it
> > > > > > > > for
> > > > > > > > > > > > about two
> > > > > > > > > > > > > > > hours but can't generate the results of
a
> > simple
> > > > > > buy &
> > > > > > > > Hold.
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > Obviously I'm doing something wrong.
There
> > are a
> > > > > > total
> > > > > > > > of
> > > > > > > > > > > > 11,561
> > > > > > > > > > > > > > > Daily bars in the data I downloaded
from
> > Yahoo.
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > I've built several different formulas
and
> > none of
> > > > > > them
> > > > > > > > > > result
> > > > > > > > > > > > in a
> > > > > > > > > > > > > > > simple Buy and Hold when I backtest and
run
> > a
> > > > > > report.
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > Can someone please tell me what the
code is
> > for a
> > > > > > > > simple
> > > > > > > > > > buy
> > > > > > > > > > > > and
> > > > > > > > > > > > > > hold
> > > > > > > > > > > > > > > please?
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > I assume there will only be an "Enter
Long"
> > but
> > > > > > > > NO "Exit
> > > > > > > > > > Long"
> > > > > > > > > > > > since
> > > > > > > > > > > > > > > I'm still holding. Correct?
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > Thank you very much
> > > > > > > > > > > > > > > Walter
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > >
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>
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