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Randy :
the AFL functions syntax is "iif(condition, array1, array2) " and not
"iff(condition)"
Tomasz
I have similar problem to exit after a buy. I need to exit a long position N
days after the INITIAL entry point. Is it possible to do this with AFL ?
1st suggested solution:
sell = ref(buy, -n)
This as the problem generating trade between a new buy and a sell generated
from a previous buy. For example given the signal in order of time: [buy1,
buy2, sell1, buy3, sell2, sell3], it will generate 2 trades [buy1-sell1] and
[buy3-sell2]. But what I want is [buy1-sell1] and [buy3-sell3] to be
generate.
2nd suggested solution
sell = barssince (buy) == n
This as the problem of closing the position n day after the last generated
buy and not the first one.
Jon
----- Original Message -----
From: "Randy Barlow" <rcbarlow@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 09, 2001 6:44 PM
Subject: Re: [amibroker] Re:New indicator
> I tried your sell formula and none of the below works.
>
> Condition1=ref(randy,-2) < ref(low,-2);
> Condition2=ref(randy,-1) < ref(low,-1);
> buy=Iff(Condition1 AND Condition2);
> sell = barssince(buy) == 4;
>
> All I get is "Iff(unknown)" and
> "barssince(buy) unknown"
>
> Any help appreciated.
> Randy
>
> ----- Original Message -----
> From: <tom_supera@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, August 09, 2001 4:54 PM
> Subject: [amibroker] Re:New indicator
>
>
> > Hi,
> > What's the problem?
> >
> > I always use: sell = barssince (buy) == 3; (3 days for example)
> >
> > Tom Supera
> >
> >
> >
> >
> >
> > --- In amibroker@xxxx, Frank <fesnay@xxxx> wrote:
> > > Hi,
> > > How about - -
> > >
> > > SellSignal = barsince(buy);
> > > sell = iif(SellSignal == 5,1,0);
> > >
> > > This would give you a sell signal on the fifth day since the buy.
> > > Frank
> > >
> > > At 03:33 PM 8/9/01 -0400, you wrote:
> > > >Greetings,
> > > >Let me make sure I understand this. If I want to sell on the 5th
> > day after
> > > >a buy occurs, I would use:
> > > >sell=ref(buy,-5)?
> > > >
> > > >In order to sell after a certain condition is true for the two
> > days prior, I
> > > >would use:
> > > >If Condition1 and Condition2, buy on open next day?
> > > >
> > > >How would I code this since it also references yesterday and the
> > day before?
> > > >
> > > >Randy
> > > >
> > > >> And back to your request: if you want to sell after 5 bars from
> > buy
> > > >> what you really want is a NEGATIVE offset:
> > > >> sell = ref( buy, -5 );
> > > >> this is so because you want to generate a sell signal knowing
> > that 5 bars
> > > >ago
> > > >> a buy occurred. You don't need to look into the future because
> > buy aleady
> > > >> happened.
> > > >> Best regards,
> > > >> Tomasz Janeczko
> > > >> ===============
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >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/
> >
> >
> >
>
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
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