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Re: [amibroker] Re: AFL Mystery - 4th



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Hi Ralf,

> > buy = exrem(buy, sell);
> > sell = exrem(sell, buy);
> > 
> > // now buy value is evaluated once again to
> > // change only when filtered buy occurs
> > buyprice = valuewhen( buy, buyprice, 1
> 
> this seems to confirm that what I want to achieve
> can't be done in afl. My 'sell' criteria includes the
> buyprice whereas the preceding buy=exrem(buy, sell)
> obviously uses the sell criteria 'buyprice' . . .

Yes, there are cases when this does not work. Especially
when you buy conditions checks for a new high
buy = Close > Ref( HHV( close, 10 ), -1 ) 
and your sell is profit-target stop.

> Never mind - meanwhile I was pleased to read
> that this particular issue seems to be resolved with
> 
> short, cover, buyprice, sellprice, shortprice, coverprice
> in version 3.59 .

I really don't think that these new variables will help
to overcome this issue (their purpose is different -
*price arrays are provided to control the price at which
trade takes place)

But the features that WILL help are:
- the support for profit target stops in back-testing settings
- (experimental) AFL scripting host that will enable parts
written in JScript/VBScript in AFL formulas for coding things
hard/impossible to do in AFL itself.


> AmiBroker is an outstanding product and I believe
> the way you support its evolvement and its users is 
> OUTSTANDING!!!
Thank you very much.

Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com