strange behavior

johngalt · #1 6th August 2008, 01:09 AM

Dear Amibroker users,

I'm new Amibroker user, so please be tolerant

I have noticed very strange behavior (maybe it isn't strange at all just I don't know about sth).

This is scenario :

I wrote my first own transaction system, I decided to back test it and not all transactions are listed on transaction list. I see far more arrows than transactions on list, arrows show correct trasactions amount. When I click scan also correct transactions amount is displayed. Do you have any clue?

Maybe my code will be helpful in this strange case :

Code:

/* Otwieramy pozycje na podstawie sygnału i zamykamy po ustalonej ilosci dni */

/* 5, 10 , 15, 20*/

PositionSize = MarginDeposit = 1;

CloseDistance = 5; 


/* 02 przeciecie ADX i średniej ADX */

Buy = Cross(ADX(), MA(ADX(), 3)) && PDI() > MDI();
Short = Cross(ADX(), MA(ADX(), 3)) && PDI() < MDI();

Buy= ExRemSpan(Buy, CloseDistance);
Short = ExRemSpan(Short, CloseDistance);

Sell = Ref(Buy, -CloseDistance);
Cover = Ref(Short, -CloseDistance);

Buy   = ExRem(Buy, Sell);
Sell  = ExRem(Sell, Buy);
Short = ExRem(Short, Cover);
Cover = ExRem(Cover, Short);

PlotShapes( Buy * shapeUpArrow + Short * shapeDownArrow, IIf( Buy, colorGreen, colorRed ) );
PlotShapes( Cover * shapeUpArrow + Sell * shapeDownArrow, IIf( Buy, colorAqua, colorDarkRed ) );


Plot( MA(ADX(), 3), "MA(ADX)",  colorPink,  styleLine | styleOwnScale ); 
Plot( ADX(), "ADX",  colorBrown,  styleLine | styleOwnScale );

thanks a lot in advance.