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Brian
Thank you very much. I went to the link you recommended at the UKB and
I see the Buy & Hold post now. I am reading it. I'll keep you posted.
Sorry about my incompleted previous response on the last sentence.
Nothing important. Just a mistake.
Thank you again
Walter
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
> <electricwally77@> 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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