[LeeDanello]

Why not just do it in Amibroker?

[LeeDanello]

This says it all
“I’m not a big fan of Amibroker, so I didn’t pay that much attention”.
I agree with your statement that it doesn’t matter what toys you play with as long as you can make some money. It’s really not about how elegant the programming is or what platform you use. Guys like this lose me very quickly because they focus on their view too intently. I suppose that’s why I believe the markets can be exploited. A lot of people have preconceived ideas and need to be right right about stuff that they believe in. Great, we need more people like them.

[LeeDanello]

I think u use it for any system that reference the foreign function. If use an index filter that uses a 200MA and the ticker has less than 200 bars there will be null values for the index filter and you won’t get a trade.

[LeeDanello]

Said Bitar wrote:

Here is the excel that will generate the worst case scenario for a MOC system

it is made of two parts
the first part it should be used in Amibroker just add this code to your AFL and it will generate all the trades for any duration with the entry price and the exit price

Code:

Filter = BUY ;
AddColumn(C,”Close”,1.20);
AddColumn(LEPrice,”Entry Price”,1.2);

after you add this code you need to run explore on any date duration you want to test on. It will generate ticker,Date,Close,Entryprice

then open the attached excel file and go to controls tab hit “Clear Data” button to remove all the previous inputs and data

then copy the results of the explore from Amibroker and paste it in “input” sheet in cell A1

then back to controls sheet fill the required information for starting capital position size commission information the maximum allowed trades on any date and press the “Generate Data” button.

the file will go through all the days and check the number of trades on it and if any date has more than the maximum allowed then it will sort from the worst to the best and will start deleting the best trades and keeping the worst trades till the number of trades is equal to the maximum allowed. then it will generate the position size, number of shres, profit, calculate the ending capital and the DD

all the statistics will be filled in the “Stats” sheet and will generate two graphs one for the equity curve and another one for the DD

How can this apply to EOD systems?

[LeeDanello]

Len Zir wrote:

Perhaps this is a stupid question but why bother to trade the ASX at all. The american markets seem to have more liquidity, there seems to be no problem missing trades in the Russell 1000 or SP500 and at my brokerage fees are extremely low.

Maybe because some of us live in Australia and prefer to trade in the local timeframe

[LeeDanello]

Try Imgur.

[LeeDanello]

Hi Stephen had a bit of a read and went to one of the links but got lost in the complexity. Here is another alternative for those that want an alternative.
https://edu.thechartist.com.au/Forum/amibroker-coding-and-afl/231-a-simple-afl-revision-control-system.html#3607

[LeeDanello]

Did you tell him to f#ck off back? I would have squared it.

[LeeDanello]

Julian, Waiting for your input

[LeeDanello]

I see. That must have been the issue.

[LeeDanello]

Does it matter whether it is the paper trading account or full account? When I press get data the spreadsheet seems to hang. Using Windows 10

[LeeDanello]

Said, Thanks so much for helping us numpties. Much appreciated.

[LeeDanello]

Short Term Trading Strategies That Work

[LeeDanello]

I designed it for the ASX and the drawdown on the backtest is about 13 to 14% unleveraged.

[LeeDanello]

I use a 5 day Bollinger band with 1 std deviation and catch long trades that fall through the bottom band. No trailing stops just exit at the 5 day MA or a timed stop.

[Author]

Posts