|
PureBytes Links
Trading Reference Links
|
Hi, Paul.
Well, I had some unexpected work to do today (I'm a freelance writer and
not entirely in control of my schedule) and so have not had much time to
play. However, I did wonder why you had set the delays all to 1. Given
that the entries are all intraday, while the exit is on the open, I
would have set them all to 0. This cuts the win ratio from 50% to 38%
and modestly reduces the profit without notably changing the length of
each trade. Either way, it definitely is not closing trades on the first
profitable entry after a one-bar delay. Of course, it will need more
poring over the code before I am really sure that it is looking at a
one-bar delay.
Oh, and although the PositionSize=MarginDeposit=1 statement promises a
points-only test, the profits shown in the list of results are
multiplied by the point value. Perhaps that is what you intended. I've
reset it to 1.
There was a time when I enjoyed programming. Then Windows 3.0 came in,
I switched from DOS, and I never made the transition other than as an
end-user.
Best,
Owen
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|