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hi,
when developing systems I
usually make a chart of the output. Below is shown how to do it,
rgds, Ed
SetOption("InitialEquity",100000);
SetOption("MaxOpenPositions",1);
SetOption("MarginRequirement",100);
SetOption("UsePrevBarEquityForPosSizing",False);
SetOption("AllowPositionShrinking" , True);
SetOption("AllowSameBarExit",True);
SetOption("ActivateStopsImmediately"
,False);
SetTradeDelays(0,0,0,0);
SetPositionSize(100,spsPercentOfEquity);
RoundLotSize = 10;
Buy = True;
Sell = 0;
ApplyStop(3,2,0);
BuyPrice = C;
SellPrice = O;
Equity(1);
GraphXSpace = 5;
Plot(C,"C",1,64);
Title=Name()+ ",
O: "+WriteVal(O)+
", H: "+WriteVal(H)+ ", L: "+WriteVal(L)+ ", C: "+WriteVal(C);
PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition = BuyPrice, offset = 0 );
PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer = 0,
yposition = SellPrice, offset = 0
);
----- Original Message -----
Sent: Thursday, May 26, 2005 9:56
PM
Subject: [amibroker] Buy on Close, Sell
on Open
Hi,
I'm trying to write a Backtest for a single
symbol that Buys on the
Close of each Day, and Sells on the next
Open. (Sounds weird, but
there's a good reason for the
research.)
Attached below is my code.
It almost works, but Buys
only every other day, not every day, and
does exit on the next day's
Open.
Any
suggestions?
Thanks,
David
------------------------------------------------------
SetOption("InitialEquity",100000);
SetOption("MaxOpenPositions",1);
SetOption("MarginRequirement",100);
SetOption("UsePrevBarEquityForPosSizing",False);
SetOption("AllowPositionShrinking"
, True);
SetOption("AllowSameBarExit",False);
SetOption("ActivateStopsImmediately"
,False);
SetTradeDelays(0,0,0,0);
BuyPrice = Close;
SellPrice =
Open;
SetPositionSize(100,spsPercentOfEquity);
RoundLotSize =
10;
Buy = True;
Sell =
False;
ApplyStop(3,2,0);
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To get support
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amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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