An Easier 17 Liner - translated errata?
Author: swuzy
Creation Date: 3/24/2009 1:34 AM
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swuzy

#1
I tried to run the Easier Seventeen Liner at
http://www2.wealth-lab.com/WL5WIKI/csAnEasierSeventeenLiner.ashx
but all runs had null transactions.

I compared its script with that of the Seventeen Liner at
http://www2.wealth-lab.com/WL5WIKI/csASeventeenLiner.ashx


which seems to work, and took the liberty of making some edits. The revised Easier Seventeen Liner seems to work, or at least generate transactions:

CODE:
Please log in to see this code.
While this revised Easier 17 Liner generates transactions, there must still be some errata, because, while this drastically reduces the multiple purchases and sells of the same symbol on a single bar when compared to the standard 17 Liner, I still see a number of double purchases and double sells.

I actually have no idea what I am doing.

Please, can someone clean up the script to have it working correctly? Thanks a lot.







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Eugene

#2
1. Use the CODE tags, not the QUOTE tags, when posting code.
2. There's no need to include the whole strategy when it can be easily found by its WL5 Wiki link.
3. Both these new strategies will generate trades identic to those produced by a corresponding legacy script. The problem could be with your settings (data loading and position sizing in particular), here's the Checklist.
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swuzy

#3
It is odd. I had been running scripts yesterday for many hours and they all worked til the "Easier 17 Liner," which I tried to run on many data sets, with standard settings. And my revised version worked, all with my regular settings.

However, today, the Wiki sited Easier 17 Liner does work, and my revised version does not work. Go figure. Sigh.

Thanks for your comments above, Eugene.
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Eugene

#4
QUOTE:
However, today, the Wiki sited Easier 17 Liner does work, and my revised version does not work. Go figure. Sigh.

Whenever you are sure that the strategy should work and it plainly doesn't, try copying and pasting its code in a new Strategy window, compile and run. I had a couple of incidents like this and it helped, but I wasn't able to reproduce them.