[Stephen James]

Zach, there is a Price (foreign) chart in the basic charts folder. You could use that or copy the code.

[Stephen James]

Send the file to me Dustin.

[Stephen James]

Norgate’s fundamental data is not historical and many fields will only hold the last value, such as beta. Click through a chart while watching beta value in the info window for a visual.

[Stephen James]

Also, be careful which AB functions you use – Trough and Troughbars may look into the future.

[Stephen James]

It stops you entering a delisted stock Rob, so optional on a system that exits on same bar as entry.

[Stephen James]

Amibroker does not rebalance the positions on a monthly rotational system unless you add that to the system with CBT code – example here:-Rebalance

Without that it retains the original position as per the position size formula until an exit. Any new positions use same and will enter if enough capital allows. Position size shrinking and minimum position size are options available using the SetOption function or analyser settings to use all available cash.

[Stephen James]

To test with position sizing:-

Code:

AddToComposite(BuySetUp,”~NumSetups”,”X”,atcFlagDeleteValues|atcFlagEnableInBacktest);
Setups = foreign(“~NumSetups”,”X”);
EquityRisk = IIf(Ref(Setups,-1) < MaxPos,15,10); SetPositionSize(EquityRisk,spsPercentOfEquity);

[Stephen James]

Julian
RoundLotSize is a reserved variable so just
RoundLotSize =1

[Stephen James]

Hi Andrew
From what you have posted I’d suggest you have created a post dictive error, hence the results.
The code you have changed modifies the system – it eliminates the limit price and simply buys at the low, which can’t be done.
Just to clarify that I’m understanding what you are trying to do correctly, you are mentioning orders? Orders (with entry the following bar) are created from the setup bar – in this case BuySetUp. Actual fills are coded on the trigger bar – Buy and BuyPrice.
Selection bias looks at trades filled, not orders. To look at number of orders you’d have to use the AddtoComposite function. There was quite a bit of discussion around that in the forum at one point, but I was unable to find the thread.

[Stephen James]

Correct Zach – sorry for the delay..

[Stephen James]

Ignore NT Zach. Its just part of that systems entry conditions (old delisted stock exit)

[Stephen James]

Hi Brent
The table in the link is just an example. Norgate will have several subscription choices with historical constituents as an option.

[Stephen James]

Matt,
Try the following:-
– Only open afl files from the chart tab (right click>edit) or through the Formula editor itself (Analysis menu). Don’t open it from a loaded chart.
-Save any changes in the editor before loading other indicators.
-Its OK to drag and drop indicators from the charts tab but only delete those indicators.
– Do not delete any indicators or sections that are coded – do that from within the code and save any changes.

Book a time with me if that doesn’t solve it for you.
Craig

[Stephen James]

As far as I’m aware any functions written by Norgate are only for use with NDU data. You could contact Norgate for clarification though.

[Stephen James]

Try here Rob

https://www.thechartist.com.au/Forum/weekend-trend-trader.html

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