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Re: [amibroker] Re: Back test questions


  • Date: Mon, 21 Dec 2009 10:23:13 -0700
  • From: Howard B <howardbandy@xxxxxxxxx>
  • Subject: Re: [amibroker] Re: Back test questions

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Hi Peter --

In this code, Buy is True on every bar where the condition RSI(4) is less than 30.  As long as RSI(4) stays below 30, Buy stays True.

The statement Sell = Close sets the Sell to the value of the Closing price.  Since any non-zero value is interpreted as True, and only exactly zero is interpreted as False, Sell is True on every bar.

Thanks,
Howard
 

On Mon, Dec 21, 2009 at 8:52 AM, peter843 <yahoogroups@xxxxxxxxxxxx> wrote:
 

Hi Howard,

Here is some sample code that has the issues I discussed.

-------
RSISignal = RSI(4) < 30 ;

PositionSize = -10; // invest 10% of portfolio equity in single trade

Buy = RSISignal ;
Sell = Close ;
-------

--- In amibroker@xxxxxxxxxxxxxxx, Howard B <howardbandy@xxx> wrote:
>
> Hi Peter --
>
> To be sure we are all looking at the same situation, post the code you have
> a question about.
>
> A common reason trades last longer than might be expected is that the Buy
> condition reoccurs during the trade.
>
> Thanks,
> Howard
>
>
> On Sat, Dec 19, 2009 at 1:31 PM, peter843 <yahoogroups@xxx> wrote:
>
> >
> >
> > 1. My intention is to buy on the close when I get a signal and exit on the
> > close of the next day. I'm using EOD data. In AA Trades settings I have
> > prices set to close and delays set to 0. In my code I have "Sell = Close ;"
> >
> > When looking at the trade list the majority of trades last 2 bars as
> > expected. But some last much longer. How do I get them all to last 2 days?
> >
> > 2. When looking at the Trade column of the trades list I see descriptions I
> > don't understand like "Long (trail)", "Long (profit"), "Long (n-bar)",
> > "Long(max loss)", "Long(nn)". In the Stops tab of settings everything is
> > disabled so I don't understand where all these are coming from.
> >
> >
> >
>




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