[LeeDanello]

Scott McNab wrote:

Is everything ok Maurice ? You have been generous with code and help over the time and it seems out of character ?

Everything is fine. My remark is not tongue in cheek. What I mean is that Said contributes a lot more than most and we need more guys like him.

[LeeDanello]

I’ve given my one tenth. It’s there if you go back.

[LeeDanello]

Thanks Said. I wish some others on this forum would give one tenth of what you contribute

[LeeDanello]

Always 100 ways to skin a cat. Try the Amibroker forum

[LeeDanello]

Zach Swann wrote:

With your island share code does code does that just exclude from exploration and backtest? And Island Share your talking Island exchange ?
ADES is on 2 exchanges LSE and NASDAQ

Make a watchlist out of it and code it into your buy set up.

You could try something like this

Code:

Buy = /* your regular trading rules here */;

watchlistCheck != InWatchList( 1 )
Buy = watchlistCheck AND Buy; // combine watch list filter with your rules

[LeeDanello]

Said Bitar wrote:

wow because it was already a bad week for me in the ASX market but Fairfax was the worst loser.
i put order to sell it monday on the open

I’ve heard the saying that shares have a personality but this one has a mind of it’s own.

[LeeDanello]

Try this function

Prec
– adjust number of decimal points of floating point number

Math functions

SYNTAX Prec(ARRAY, precision )
RETURNS ARRAY
FUNCTION Truncates ARRAY to precision decimal places.
EXAMPLE The formula “prec( 10.12981, 2 )” returns 10.120. The formula “prec( 10.12981, 4 )” returns 10.12980.

https://www.amibroker.com/guide/afl/strtrim.html

[LeeDanello]

All reports are saved as HTML files. Have a look at your reports folder in explorer under the Amibroker directory tree

[LeeDanello]

By his reaction it looks like he’s playing with money he can’t afford to lose. You know what they say about support and he’s obviously a risk taker as he’s trading against the trend.

[LeeDanello]

Julian Cohen wrote:

What I heard, and I’m happy to be corrected, is that he trawls through the backtest and manually checks each trade to see if it was hit in the order he expected. If that’s tru then he is either not doing many trades (which is the case if his RSI is set to under 5), or he’s testing over a shrt period such as a year. Either way it is a truck load of work. So much easier to check to selection bias the way we do it.

I’d rather do a truckload of work and be sure about it rather than relying on some dodgy code and hope that works. If you have any doubt about your system then you probably shouldn’t trade it.

[LeeDanello]

Nick Radge wrote:

I have today negotiated an upgrade for all members to v3.0. There is no cost to members, either for the upgrade or recurring.

Will revert once complete.

What do you mean by the last line?

[LeeDanello]

Julian Cohen wrote:

Nick do you think it might be worthwhile having him try to access data from Norgate? We all use Norgate so have the data on our machines. I wouldn’t have a clue how to do it, but it does seem that the Yahoo model is possibly not sustainable going forward. This is the second change they have made to their data in the last few months and we could future proof the situation by changing to Norgate, or a paid data service maybe?

Just a thought

Julian have a look about 5 posts up.

[LeeDanello]

Looks like the MOC systems will be out the window. No point spending extra for getting a margin account.

[LeeDanello]

Use the ref function or Ref(C,-1) = yesterdays close where -1 is the shift relative to the last close in the test

[LeeDanello]

Here’s the video
Mean Reversion Video Ernie Chan

[Author]

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