[Craig Fisher]

Hi Kate

I have weekly and monthly systems on the ASX and look though the charts for any open positions for signs of takeovers at the end of the week/month. I give them two weeks then exit.

For RT, you can force and exit, example:
ExitRule:   your exit rule(s) OR (Symbol = $NVDA and BarDate = 20241015)

Use the same date format and set the date to the second last day of trading or the day you exit.

I suspect IDX may have been in a trading halt so if your system is weekly, may not have appeared in RT. I tend to pick up halts going through charts as well.

[Craig Fisher]

Yes, if using all three.

[Craig Fisher]

Is this what you are after Michael?

Parameters:
s1alloc: from 10 to 90 step 10
s2alloc: from 10 to 90 step 10
s3alloc: from 10 to 50 step 10

TestSettings:
SkipTestIf: s1alloc + s2alloc <> 100

Then assign s1alloc etc to each strategy’s Quantity, e.g. s1alloc/Positions

[Craig Fisher]

Hi Michael
Search Adjustment in the user guide for more info and links.

[Craig Fisher]

Hi Michael
For RT right click on the chart and select Split Adjusted.
For AB: File > Database settings > Capital.

[Craig Fisher]

Paul, try IncludeList: GEAR.AU>GEAR

[Craig Fisher]

Try this Peter
Substitute LE for Buydate if needed or just get rid of any looping.

Code:

StartDate = ParamDate(“Start Date”,”01/02/2013″);

BarDate = DateNum();

Buydate = BarDate == StartDate;

PlotShapes([b]shapeUpArrow[/b]*BuyDate,[b]colorGreen[/b],0,[b]L[/b],-80);

 

[Craig Fisher]

Just exclude CSE in the Market section of the analyser filter options.

[Craig Fisher]

I don’t have that setting Chris.

[Craig Fisher]

Send me the code Peter – I’ll check the index filter.

[Craig Fisher]

Quote:

In many cases, my backtest shows 1 less share than what the exploration did the day before.

Floor can be used in the exploration position size calculation instead of Round which should help.

[Craig Fisher]

Happy to chat Chris.
Book a call whenever it suits. Away for a couple of days at the end of next week.

[Craig Fisher]

The system is buying on Open, then using the rank value at the close of the same bar – a postdictive error.

[Craig Fisher]

The Weekly template is blank next to Score so it needs to be filled in as per the monthly.

PositionScore works on the bar of the actual Buy/Sell signals so Rank needs to be moved back a bar (when an exploration is done): Score = Ref(Rank,-1);
Note the -1 is inside the parenthesis.

These systems run on a daily time frame setting.

[Craig Fisher]

We generally hold for two weeks Trent.

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