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Marc Faber
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AmiBroker Formula Language Function Reference
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Back testing your trading ideas
Buy = Cross( MACD(), Signal() );
priceatbuy=0;
for( i = 0; i < BarCount; i++ )
{
if( priceatbuy == 0 && Buy[ i ] )
priceatbuy = BuyPrice[ i ];
if( priceatbuy > 0 && SellPrice[ i ] > 1.1 * priceatbuy )
{
Sell[ i ] = 1;
SellPrice[ i ] = 1.1 * priceatbuy;
priceatbuy = 0;
}
else
Sell[ i ] = 0;
} -
Back testing your trading ideas
Buy =
Sell = 0; // selling only by stop
TrailStopAmount = 2 * ATR( 20 );
Capital = 100000; /* IMPORTANT: Set it also in the Settings: Initial Equity */
Risk = 0.01*Capital;
PositionSize = (Risk/TrailStopAmount)*BuyPrice;
ApplyStop( 2, 2, TrailStopAmount, 1 ); -
Просмотр темы - Тестирование систем
Cond1 = .......;
Cond2 = .......;
X=BarsSince(Cond1);
X1=BarsSince(Cond2);
Buy = Cond1;
Short = Cond2;
Y = Ref(C,- x) = = ((1-rev)*C) AND ...........;
Y1 = Ref(C,- x1) = =((1+rev)*C) AND ..................;
Sell=Y;
Cover=Y1;
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