[Stephen James]

Omar

The system then opens up to selection bias issues. Perhaps revisit those sections in the course starting here

Then book a call if you’d like to discuss further.

[Stephen James]

Looks like ‘Trade Arrows’ Ben.

They appear when you double click symbols in the analyser. Check ‘Sync Chart on select’ is ticked in the analyser drop down settings (small arrow on the wrench button). Then single click from there.

They can also be turned off in chart parameters>Axis and Grid tab.

[Stephen James]

Code & parameters look OK.
You might find ‘AND NOT OnSecondLastBarOfDelistedSecurity’ will work better on the entry bar (LE).

[Stephen James]

No, limited only by your imagination really.
I usually start with something the system already uses and go from there (e.g. ROC in this case)

[Stephen James]

Hi Ben

The lookback period for HHV includes the last bar of the data (if coded as last bar). HHV creates the channel so a breakout must be above the channel.
e.g. H > Ref(HHV….

More here

[Stephen James]

There was a bulletin on the NDU homepage the other day Julian. Click on the archive link and it should take you there.

[Stephen James]

Hi Lee
We know why the code is there (to exit delisted stocks) and it does not affect the rest of the system so there is no issue with looking forward in this case.
Craig

[Stephen James]

Scott’s line will pick the first trading day of the week which could also be adapted to that second Monday from Tomasz – I’d never thought of that method before..

[Stephen James]

Scott,

Its not that your coding is necessarily suspect, sometimes functions do not behave in a way we might expect, or are not designed for a particular use.

If there is a potential issue with a function, or using one for the first time in a particular context, a good way to check is to code the same rule in a different manner, if at all possible.

I used both BarsSince and Sum for the same thing, yet got different different results so started digging. It was used in similar context to yours but I had the advantage of chart signals to look at (i.e. not rotational).

I’ve used BarsSince in other contexts without an issue so it may be just a case as not suitable for a particular scenario.

However, if you test with both functions and the results are the same there is likely no problem.

[Stephen James]

Sorry, I should have started with E.g. so yes, adjust to whatever suits your rule.

Sum in that context returns the number of times a condition occurs in the lookback period.

[Stephen James]

Make sure you do some thorough research if using BarsSince. I recently discovered it doing some odd things with chart signals.

An alternative could be the Sum function:-
Risky = Sum(Indexfail,5)==0

[Stephen James]

Make sure this line is not in code:-
SetOption(“GenerateReport”, 0 );

If not, I’d contact AB and include your version #.

[Stephen James]

Hi Daniel

I wasn’t getting errors on the code but I think it needs a comparison with excel results to determine if it operates correctly which I have not done.

The question with the code is whether the CBT equity array continues to take all signals when actual buy signals are being ignored due to being less than the average equity array.

If using excel, you need to be careful that trades are being ignored when the average is breached the bar before as in real time (same for switching back on).

[Stephen James]

Matt
Just put the symbols like BRK.B into a watchlist and exclude them from trading.

You can exclude the watchlist in the analyser filter or by code:-

WatchList = InWatchListName(“US Exclude”);

Then add an entry condition such as:
AND NOT Watchlist.
Note, the Name of the watchlist must match exactly – case, space etc.

[Stephen James]

Perhaps delete it, then copy the rest of the system into a new file – check code and run syntax check, retype that section in the new file (don’t copy).

That should take care of possible file corruption. Not sure what else it could be.

[Author]

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