|
PureBytes Links
Trading Reference Links
|
Perhaps you should try reading the newsletters and learning how to help
yourself. Can we all expect to receive emails over every little indicator
issue you happen to think of?
Excuse bluntness but we are all recieving these emails from every newbie who
comes along. Unfortunately my signal noise ratio is starting to swamp the
filters. Try and assist. Nothing wrong with questions but its better for
all if you can post " I want this", "and I did that", "it didn't work", "can
you help" format.
P
----- Original Message -----
From: <lemanioc@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 29, 2001 10:15 PM
Subject: [amibroker] Re: Is it possible to create such a buy signal ?
> --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > Hello,
> >
> > The formula for your system should look like this:
> >
> > CondA = Ref( somethingA, -3 );
> > CondB = Ref( somethingB, -2 );
> > CondC = Ref( somethingC, -1 );
> >
> > buyprice = 1.02 * Open;
> >
> > // buy only if buyatstop order can be activated during the day (
> buyprice <= high )
> > buy = buyprice <= High AND CondA AND CondB AND CondC;
> >
> >
> > where somethingA..C represent your conditions that must be met
> > on days A, B, C. Actual buy stop order is generated one day after
> (D)
> > with a buyprice of open + 2% .
> > Delays in Settings should be set to zero as the formula has implied
> delay of 1 bar.
> >
>
> Wow thanks a lot Tomasz !
> I've setup my formula and it seems to generate the buy signals right
> at the good day after all conditions were met, this is great.
> Now I'm trying to create the sell signal, maybe you could help me
> achieve my first AFL formula ?
>
> Again, it should sell on the SAME day it was bought. So you see its a
> kind of intraday simulation.
> Here are the conditions necessary for the sell signal to be generated:
>
>
> - A buy occured with the above conditions of course
> - Sell at buy price (open*1.02) + 0.5%
> - or Sell at buy price (open*1.02) -0.5 %
> - If a sell signal couldn't be generated today (because price didn't
> go up or down 0.5% from the buy price) then sell at close.
>
> Again, all of this should happen the same day it was bought.
>
> Thanks,
> Lemanioc
>
>
>
>
>
>
>
>
> >
> > > Hi,
> > > I don't know if this is possible and I wish to have an answer
> please.
> > >
> > > I'd like to create a backtest mechanisme where I will buy with a
> > > delay 0, on certain criteria concerning days ago A, B , C.
> > > So I will buy on day D, but, not at the open/close/high/low... I
> > > would like to set it so the buy will initiate at open+0,2 % on
> day D.
> > >
> > > See what I want to do ? I want to create a backtest system where
> it
> > > will be supposed to buy at open+0,2% on Day D, after conditions
> have
> > > been met on day previous days A,B,C.
> > >
> > > It doesn't need to have intraday tick by tick data. As long as
> the
> > > day D's high is superior to open of day D by at least 0,2%, it
> should
> > > be enough for the system to consider that it can initiate the
> trade
> > > at open+0,2 %.
> > >
> > > Of course, this would only be possible on previous day where we
> know
> > > the full day trading range for any day D situation.
> > >
> > > Is this possible at all ? I see in the system screen that I can
> set a
> > > buy with delay at open/close/high/low/average, but I don't see
> way to
> > > ask for such a particular condition and wish to know if its
> possible
> > > or if it would require a new feature.
> > >
> > > Thanks,
> > > Lemanioc
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
|