Australian (ASX) Stock Market Forum

Recent content by Lone Wolf

  1. Lone Wolf

    Dump it Here

    My quote was specifically replying to qldfrog who was at the time trying to simulate the impact of missed buy orders due to open gaps by setting a random chance to skip a trade. My response was that I don't think it's the same because you aren't missing them at random, you're missing the ones...
  2. Lone Wolf

    Tech/a Techtrader - my questions

    Just a word of warning on how Amibroker does Monte Carlo analysis analysis. It uses the trade list generated in your single backtest to create all the other runs. It does this by shuffling, omitting and duplicating the original trades randomly. But it's still the same trades. It's better to...
  3. Lone Wolf

    Roller's Intraday futures journey

    It has been a long time since I used NT (was probably still NT7). But I do remember this problem. At the time, NT used your system clock when creating the bars, which didn't match whatever IB uses to display their data. There might be an option to set market trading hours. I just did a very...
  4. Lone Wolf

    Tech/a Techtrader - my questions

    I had a quick look. This is what I was thinking of. Green line is the 40EMA, the right most bar is a valid entry if looking only at the code. There weren't that many in my sample. Most of the time it seems it's actually the volume filter that keeps you out of these. Stocks that go nowhere for...
  5. Lone Wolf

    Tech/a Techtrader - my questions

    Without looking through the charts, I'll vote no. Once price has been in a range for 70 bars it shouldn't be hard for price to be above both the 40EMA and the 70 period HHV and still not be in an obvious uptrend. This is not based on experience as I've never traded it. I'm just stating the...
  6. Lone Wolf

    Tech/a Techtrader - my questions

    I'm not sure if you have this sorted or not, but I don't see any further comments on it. The important part of condition 1 is that it needs to cross the highest high over the last 10 periods. i.e. Yesterday's high was not the highest high in the last 10 periods, but today's bar is. You're...
  7. Lone Wolf

    Dump it Here

    I keep a watchlist of active trades. Each week (I only trade weekly / monthly) I update the watchlist and manually step through the chart for every open position to confirm everything I hold is something I expect to still be holding. I'd do this regardless of how much faith I had in computer...
  8. Lone Wolf

    Dump it Here

    I see, but still can't help. For me backtest is for backtesting only. Explore is for finding signals. I don't make good use of the portfolio manager.
  9. Lone Wolf

    Dump it Here

    I thought I remember you implementing a buy condition that looks froward a day and rejects the signal if the low on entry day is above the previous close plus %3 (or whatever your limit is). Does this not achieve what you want, or do you dislike that Amibroker will forever complain that your...
  10. Lone Wolf

    Dump it Here

    Hi Skate, I thought about your issue but I don't have much to add. If it's the backtest validity you're concerned about, the only way I can see of fixing it would be to identify weeks where the first day of the week is a padded day and include that as a forward looking condition in your...
  11. Lone Wolf

    Amibroker FAQ

    Thanks Richard. I do use the current and past watchlist for backtesting. But until yesterday it hadn't occurred to me that I should be using it for entry/exit explorations as well. It makes sense when you think about it, I just never did.
  12. Lone Wolf

    Amibroker FAQ

    One new trap I came across yesterday... I have a system that I run on the All Ords, so when I do an explore I have the filter set to the "All Ordinaries" watchlist. Enter ALC. ALC was in the All Ords in February and generated a buy signal. It should have exited last week, but it's no longer in...
  13. Lone Wolf

    Amibroker FAQ

    As others have said. It's very easy to accidentally modify settings while testing other ideas and forget to change things back before running your live system. Putting the settings into your code removes as much human error as possible. You'll still make errors, but at least this way you'll...
  14. Lone Wolf

    Accessing Norgate data from Excel

    Thanks for the suggestion. But no I haven't. Norgate has the features I need, works well with Amibroker and I'm familiar with it. Not being able to access the data from excel isn't a deal breaker for me, and certainly isn't worth swapping to or buying additional data.
  15. Lone Wolf

    Amibroker AFL Code - Keep Stoch RSI Crossover Signal Valid Until K Crosses 50

    There are a couple things you can do to help troubleshooting your code. One is to plot the value of your indicator on the chart so you can see when it is true/false. See the orange line on my chart below. The second is to use the Interpretation window to display the values of your variables...
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