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Hi
Dag,
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I'd
like to share my experience.
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My
tradign system generates buy/sell signals based on the open price (and the
past price action). So I use Guru comments to generate buy/sell stop orders
after the open price is available. If your system generates buy/sell signal
relative to yesterday price action, you can get instructions for the next day
after the market is closed.
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Simple
example (Volatility breakup pattern, buy/sell signals generated relative to
today's open):
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<FONT face=Arial color=#0000ff
size=2>yestRangeMultiplier = 1.3;
<FONT face=Arial color=#0000ff
size=2>yestRange = ref (high - low, -1);
<FONT face=Arial color=#0000ff
size=2>buyPrice = open + yestRange * yestRangeMultiplier;
<FONT face=Arial color=#0000ff
size=2>sellPrice = open - yestRange * yestRangeMultiplier;
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" Buy
Stop: " + writeval (buyPrice);
" Sell
Stop: " + writeval (sellPrice);
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buy =
cross (high, buyPrice);
sell =
cross (sellPrice, low);
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<FONT face=Arial color=#0000ff
size=2>Regards,
<FONT face=Arial color=#0000ff
size=2>Dima.
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<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:tj@xxxx]Sent: Sunday, March 04, 2001 2:43
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Instructions for next day?Hello Dag,AmiBroker
can give you just "buy/sell" signals generated accordingto your trading
rules. Use Analysis->Automatic Analysis windowand "Scan"
option."Order modifiers" as "buy stop at ...." are not yet supported.
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com-----
Original Message ----- From: <d-erland@xxxx>To:
<amibroker@xxxxxxxxxxxxxxx>Sent: Saturday, March 03, 2001 5:46
PMSubject: [amibroker] Instructions for next day?>
Hi,> > I've created an AFL which shows promising results when
backtesting, > so now I want to test it in "real-life". >
> Are there any ways to automatically generate "trading instructions"
> for the next trading-day?? For example "buy share XXX on a stop at
> YY.YY".. ???> > Best regards,> Dag
Erlandsen> > > > > > Youruse
of Yahoo! Groups is subject to <A
href="">http://docs.yahoo.com/info/terms/
> > Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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