Re: target system tester

["Stephane Carrasset" <nenapacwanfr@xxxx>]

thanks a lot

stephane
> 
> Let me point out some important issues:
> 
> > Buyprice= Buy*close; {in case of buy on the close}
> This works only because buy is boolean and "true" equals to "1"
> in AFL, but generally speaking you should avoid such constructs.
> If you want to set buyprice to close use just
> buyprice = close;
> (in fact you don't need that because you can set it in Settings 
window)
> 
> 
> >Target= valuewhen(buyprice, buyprice+3*atr(20),1) ;
> >Exittarget=(ref(H,-1)<target and H>target)*target;
> The first thing is that you use valuewhen not properly, correct 
usage is:
> 
> Target = 3 * atr( 20 ) + valuewhen( buy, buyprice ); 
> // get buyprice when buy signal occurred and add 3 atrs to it
> 
> Now it is imporant to distinguish between triggering sell (via 
boolean sell variable) and setting actual sell price:
> First thing is realized by:
> sell = ref( H, -1 ) < target and H > target;
> 
> Setting sell price is done by the following line:
> sellprice = target;
> 
> As you can see in AFL you control the bar when trade is made and 
the trade price separately.
> 
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
> 
> ----- Original Message ----- 
> From: Stephane Carrasset 
> To: amibroker@xxxx 
> Sent: Thursday, June 14, 2001 6:37 PM
> Subject: [amibroker] target system tester
> 
> 
> Tomacz,
> 
> 
> As I said the system tester is a Great Tool.
> 
> Second Question for profit target:
> 
> With an example
> 
> I have a buy signal( never mind a buystop order or a buy on the 
close)
> But I can know my Buyprice.
> 
> Buyprice= Buy*close; {in case of buy on the close}
> 
> Now I want to fix my target ( not with a percent ) but with ( for 
> example) the atr.
> 
> Target= valuewhen(buyprice, buyprice+3*atr(20),1) ;
> Exittarget=(ref(H,-1)<target and H>target)*target;
> 
> At what price will be the exit in the system tester
> if the target is reached:
> - the close or
> - the price of the target ?
> 
> Stephane carrasset
> 
> 
> 
> 
> 
> 
> 
> 
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