Australian (ASX) Stock Market Forum

Recent content by chesl73

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    Amibroker: Change Sell condition based on # of consecutive losses

    Yes, I have a paid copy. I know that TJ is the guy who developed Amibroker but I don't know who Mancin is - that doesn't automatically mean I have stolen a copy. I know I can get support but I see support as something they would provide if there was a bug in the software, I didn't know it...
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    Amibroker: Change Sell condition based on # of consecutive losses

    when you say 'have i tried mancin or TJ'? What do you mean? How do I contact them? I've read the user guide on it and I get it as I have a background in OO programming but it's more understanding how I'd do it rather than the actual coding of it. Thanks
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    Amibroker: Change Sell condition based on # of consecutive losses

    I was looking into this and I think as a first step it might be easier to look at the consec losses and then just reduce the position size until I get y number of consec winners. I can see via the custombacktester objects that I can work out the profit (and therefore whether it was a W or L)...
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    Amibroker: Change Sell condition based on # of consecutive losses

    Hi, I'm not too bad with AFL coding but not sure where to start with a situation I want to try and code. Imagine I have a sell condition such as: period = 30; Sell = cross(c,MA(c,period)); What I want to do is backtest some logic were if I'm trading and I have more than x number of...
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    Reducing Drawdowns

    Also Chorlton, when you say you look for 5% drawdown, you can't be getting that with a long term trend following system - can you?
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    Reducing Drawdowns

    Thanks Chorlton. I also think that the maxDD is too high for me as well hence the question. It's a longer term system yes. When I'm talking about stops, I"m talking about any stops. I've been looking at anything from chandelier to parabolic to MA's. My exit at the moment is quite basic and...
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    Reducing Drawdowns

    I have a system I'm working on and in general I'm happy with the results, except for the drawdowns. The peak-valley drawdown is 25% (this is for the period 2003 - 2009), for 2003 - 2007 its 15%. I have two questions I'm hoping some of you more experienced system designers could help me with...
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    Amibroker FAQ

    Thanks for the replies. I'm having trouble with the following though: I'm trying to build a filter using the following formula: copp = EMA( ROC( MA( C, 22 ), 250 ), 150 ) / 100; trend = Copp>0 OR (Copp<0 AND ROC(Copp)>0)); The individual components of the trend formula work when plotted...
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    Amibroker FAQ

    Hi, This is driving me mad :banghead:, can someone please explain why this isn't working!? To explain I have a very simple system: MAs = MA(C,20); MAl = MA(C,50); Buy = Cross(MAs,MAl); Sell = Cross(MAl,MAs); What I want to do is to stop issuing buy signals based on something else, ie...
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    What do you reckon about this trading strategy?

    Harro26, Instead of doing the Ref(...,-1), could you try this: SetTradeDelays(1,1,1,1); //ie, look at data today then buy tomorrow on open BuyPrice = SellPrice = Open; Buy = Close>= Ref(HHV(Close, 27), -1); As I understand it, this says - after close of today, check buy signals, ie...
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    Claiming commissions and daily interest against tax

    Great. Thanks Richard. I assume I can also do this for normal shares as well if I'm considered a 'trader'? ie, if I just trade shares, this any different, I can still claim against my costs such as commisions?
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    Claiming commissions and daily interest against tax

    Hi, I've searched the posts and seen general tax questions but couldn't find this particular answer so was hoping someone might be able to answer. If I buy a CFD (long) and I get charged say $10 each way in commissions and I hold the CFD for say two weeks and I have to pay $20 in interest...
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    Trade System Design - Reducing Drawdown

    Looking into it further I think it's my exits (or lack of). ie, this is probably quite common but I spend my time trying to get a good entry and then seem to forget about or not put as much effort into the exit other than just slapping on a trailing stop. I was reading something yesterday...
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    Amibroker FAQ

    Thanks for the reply but I think you mis-understood the question. I don't want to set a profit target. I want to set an N-bar stop but this must be conditional on the trade profit being less than 5% within 5 days. So, if the trade hits 5% profit within 5 days then ignore the stop and carry...
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    Amibroker FAQ

    Amibroker Exit after no profit and n bars Hi, How do I code into a system the following: if I haven't made a profit of 5% in 5 days then exit the trade. Your help would be appreciated. Thanks
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