PureBytes Links
Trading Reference Links
|
Hi,
as you may see your code
> Ep=ValueWhen(Buy,C);
> Ex=ValueWhen(Sell,C);
> profit=(Ex/Ep)-1;
> Buy2=Buy1 AND profit<0;
> Graph0=Buy2;
doesn't use "profit" variable for Buy signal computation. Buy2 != Buy.
Thanks,
Mike
--- In amibroker@xxxx, "nenapacwanfr" <nenapacwanfr@xxxx> wrote:
> hi,
>
> if I understand you want a first system with buy&sell rules, and
> valid a buy ( a reentry )only if the trade is losing??????
>
> Buy1=Cross(RSI(3),50);
> Buy = Buy1;
> Buy=ExRemSpan( Buy, 12 );
> Sell=Ref(Buy,-12);
>
> BuyPrice=C;
> SellPrice=C;
> Ep=ValueWhen(Buy,C);
> Ex=ValueWhen(Sell,C);
> profit=(Ex/Ep)-1;
> Buy2=Buy1 AND profit<0;
> Graph0=Buy2;
>
>
>
> >
> > Sorry to bother you with this stupid question. You are absolutly
> > right that "in ANY language you should not use a variable without
> > initializing it first." But in AFL we deal with not scalar
> variables,
> > but ARRAYS. So when I want to initialize array, in fact I want to
> > initialize a "pointer" to array, not ALL ACTUAL VALUES of array.
> > Right?
> >
> > Here is my idea in English:
> >
> > Buy signal will be accepted only if previous ACTUAL trade in the
> same
> > direction was a loss.
> >
> > Here is the code which doesn't work:
> >
> > Buy = 0;
> > Sell = 0;
> > tradeProfit = 0;
> >
> > Buy = longEntry and ValueWhen(Sell, tradeProfit) < 0);
> > Sell = LongExit;
> > tradeProfit = ValueWhen(Sell, SellPrice) - ValueWhen(Buy,
> BuyPrice);
> >
> > The problem is that ValueWhen(Sell, tradeProfit) always returns
0.
> > May be because "initialization" of tradeProfit resets all
previous
> > values to 0.
> >
> > I guest something like this might work:
> >
> > var Sell;
> > var tradeProfit;
> >
> > Buy = longEntry and ValueWhen(Sell, tradeProfit) < 0);
> > Sell = LongExit;
> > tradeProfit = ValueWhen(Sell, SellPrice) - ValueWhen(Buy,
> BuyPrice);
> >
> >
> > Thanks,
> > Mike
> >
> >
> >
> > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > > Mike,
> > >
> > > In fact in ANY language you should not use a variable without
> > initializing it first.
> > > But as to the problem - it would be better if you explain in
> plain
> > english
> > > what do you want to achieve, then it will be possible to write
> the
> > code.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "mik954" <mik-u@xxxx>
> > > To: <amibroker@xxxx>
> > > Sent: Tuesday, April 23, 2002 3:50 PM
> > > Subject: [amibroker] Re: Declare variable for future use:
> > Left/Right side of the formula
> > >
> > >
> > > > Tomasz,
> > > >
> > > > Thank you for the links describing AFL arrays.
> > > >
> > > > But I still don't know how I can benefit from AMA/AMA2
> functions
> > to
> > > > fix my problem.
> > > >
> > > > The problem is how to obtain a value from an array using
> ValueWhen
> > ()
> > > > function (on the right side of the formula) before
> > setting/defining
> > > > this array on the left side of the formala.
> > > >
> > > > In Excel I don't need to declare any rows/columns: they are
> all
> > > > predefined. Therefore I can use any new row/column on the
left
> > and
> > > > right side of the formula at any time.
> > > >
> > > > As I understand in AFL I CANNOT use an array on the right
side
> of
> > the
> > > > formula before using it on the left side.. That's my PROBLEM.
> > > >
> > > > A simle fix would be using some kind of declaration (var for
> > example,
> > > > like in VB/JS Script) to allow using of array on the right
> side
> > of
> > > > the formula.
> > > >
> > > > Thanks,
> > > > Mike
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > > > > Mike,
> > > > >
> > > > > There are numerous possibilities to reference previous
value
> of
> > the
> > > > indicator or any array.
> > > > > Please check out
> http://www.amibroker.net/boards/viewtopic.php?
> > t=81
> > > > for the details.
> > > > >
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > amibroker.com
> > > > > ----- Original Message -----
> > > > > From: "mik954" <mik-u@xxxx>
> > > > > To: <amibroker@xxxx>
> > > > > Sent: Tuesday, April 23, 2002 2:15 AM
> > > > > Subject: [amibroker] Re: Declare variable for future use:
No
> > way in
> > > > AFL?
> > > > >
> > > > >
> > > > > > Tomasz,
> > > > > >
> > > > > > You mean that I cannot use REF() function to get a
> previous
> > > > element
> > > > > > of an ARRAY mentioned later in the code?
> > > > > >
> > > > > > So in AFL there is no way to use a previous value of a
> > variable
> > > > to
> > > > > > define its new value? What a disappointment. Is there any
> > > > workaround?
> > > > > >
> > > > > > Thanks,
> > > > > > Mike
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx>
> > wrote:
> > > > > > > Mike,
> > > > > > >
> > > > > > > No, AFL operates on entire arrays and it uses only
> single-
> > pass
> > > > to
> > > > > > process all bars.
> > > > > > > So if you assign a value later in your code it will
have
> no
> > > > effect
> > > > > > on any lines that appeared
> > > > > > > before.
> > > > > > >
> > > > > > > Best regards,
> > > > > > > Tomasz Janeczko
> > > > > > > amibroker.com
> > > > > > > ----- Original Message -----
> > > > > > > From: "mik954" <mik-u@xxxx>
> > > > > > > To: <amibroker@xxxx>
> > > > > > > Sent: Monday, April 22, 2002 6:13 PM
> > > > > > > Subject: [amibroker] Declare variable for future use
> (was
> > TJ:
> > > > > > Actual trade profit vs. Theoretical)
> > > > > > >
> > > > > > >
> > > > > > > > Hi, all!
> > > > > > > >
> > > > > > > > Well, so far no any response on my initial post (even
> on
> > > > direct e-
> > > > > > > > mail to support@xxxx). It's weird. Maybe my question
> > wasn't
> > > > > > > > clear, or Tomasz was too busy.
> > > > > > > >
> > > > > > > > OK, let me ask in a different way. Is there any way
in
> > AFL to
> > > > > > declare
> > > > > > > > variable/array and use its previos value before
> setting
> > > > current
> > > > > > one?
> > > > > > > >
> > > > > > > > I mean:
> > > > > > > >
> > > > > > > > // var tradeProfit; // declare variable for future use
> > > > > > > >
> > > > > > > > Buy = longEntry and ValueWhen(Sell, tradeProfit) < 0;
> > > > > > > > Sell = LongExit;
> > > > > > > >
> > > > > > > > tradeProfit = ValueWhen(Sell, SellPrice) - ValueWhen
> (Buy,
> > > > > > BuyPrice);
> > > > > > > >
> > > > > > > >
> > > > > > > > Any suggestions are welcome.
> > > > > > > >
> > > > > > > > Thanks,
> > > > > > > > Mike
> > > > > > > >
> > > > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > 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/
> > > >
> > > >
> > > >
|