Some things "Me Thinks",
1.) Are you trying to develop a "Robust Method"?
2.) How many instruments and history are you developing it on?
3.) Did you take a psychological, successful symbol list from the end of one run back to the beginning of a new run? Does your method "Find what to trade"?
4.) Are your instruments homogeneous? Optimizing let's say General Electric, Exon,… and a list like that, is homogeneous and can be like optimizing just one instrument (i.e., the particular chart shape of the S&P 500).
5.) In a backtest you use up your risk tolerance and available cash, by processing down the list in your tradable universe, however in real life both your risk tolerance and cash will be used up by what ever fill orders come in in the order in which they happen.
BTW, you can represent "Angles" in a generic form, rise/run, where rise is percent change and run is time (not bars).
-Sean
From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]
Sent: Wednesday, February 10, 2016 12:12 PM
To: athos1@gmail.com [amibroker]
Greetings --
As you are calculating indicators, be wary of any that include angles. Indicators must be invariant to changes in units of measurement. For example, check whether the indicator changes if the stock splits.
Best,
Howard
On Wed, Feb 10, 2016 at 6:01 AM, tsarvjit@yahoo.com [amibroker] <amibroker@yahoogroups.com> wrote:
pls help me in following afl--
EMA13= EMA(C,13);
PI= 3.141593;
HighHigh= HHV(H, 10);
LowLow= LLV(L, 10);
range= 25/(HighHigh - LowLow)*LowLow;
x1= 0;
x2= 2;
y1= 0;
y2= (Ref(EMA13, -2) - EMA13) / ATR(25)*range;
c1= sqrt((x2 - x1)*(x2 - x1) + (y2 - y1)*(y2 - y1));
angle= round(180 * cos((x2 - x1)/c1) / PI);
IIf(y2 > 0, -angle, angle);
EMAcolor = IIf(angle>30 ,colorGreen,colorRed);
Plot( EMA13, "ema13", EMAcolor,styleLine );
Plot( EMA( C, 5 ), _DEFAULT_NAME(), ParamColor( "Color", colorBlue ), ParamStyle("Style") );
I am new to amibroker . Pls tell me how color of ema13 will change when it is more than 30.
thanks in advance .
Posted by: "Sean ONeill" <ONeillSeanP@verizon.net>
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