PureBytes Links
Trading Reference Links
|
Dear Randy,
Please remember that AFL actually works on the arrays
(this is the reason why it is fast).
For the explanation how it is done please take a look
at the "Understanding AmiBroker Formula Language - Array Processing " by Geoff Mulhall
article in the newsletter http://www.amibroker.com/newsletter/09-2001.html
To your formula, all you need to do is just combine two conditions with AND.
Using IIF is redundant.
Condition1=ref(close,-2) < (high,-2);
Condition2=ref(close,-1) < (high,-1);
buy= Condition1 AND Condition2;
sell = barssince(buy) == 4;
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: "Randy Barlow" <rcbarlow@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 10, 2001 1:53 AM
Subject: Re: [amibroker] Re:New indicator
> Thomas,
> I do not have any arrays. What I did was:
> Condition1=ref(close,-2) < (high,-2);
> Condition2=ref(close,-1) < (high,-1);
>
> Randy
> How Long a Minute is, depends on
> which side of the Bathroom Door you are on.
> ----- Original Message -----
> From: "Dali" <dali_11@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, August 09, 2001 7:31 PM
> Subject: Re: [amibroker] Re:New indicator
>
>
> > 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/
> > >
> >
> >
> >
> > _________________________________________________________
> >
> > Do You Yahoo!?
> >
> > Get your free @yahoo.com address at http://mail.yahoo.com
> >
> >
> >
> >
> >
> >
> >
> > 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/
>
>
>
|