PureBytes Links
Trading Reference Links
|
Hi
I'm having a tough time coding a reentry after a protective stop was
triggered.
Lets assume that my Buy signal was too early or the price moved
against me ( I was stopped out)but then moved in my direction
however the 'system' already fired and I do not get a new buy.
I would like to reneter once my current price > initial BuyPrice
For example lets use
Buy = Cross( MACD(), 0 );
SellSig = Cross( 0, MACD() );
Buy = Ref(Buy, -1);
BuyPrice = Open; //defining what value the buy occurs at
Bp = ValueWhen(Buy, BuyPrice); //???is this the buy price?
protBStopLev=Bp-0.2;
protBStop=Cross(protBStopLev,C);
Sell=protBStop OR SellSig;
SellPrice=protBStopLev; //??? is this the sellPrice?
Sp = ValueWhen(Sell, SellPrice);//??? or this is the SellPrice?
Now here I get into trouble :)
Assuming that MACD() >0 and "current price (be taht the Close price
of current bar)" is > Buyprice
how do i code the "new" buy?
like this?
Buy =Cross(C,Bp)AND MACD()>0; //
Filter=True ;
AddColumn(Buy,"Buy ",1.2);
AddColumn(Bp,"Bp ",1.2);
AddColumn(protBStop,"protBStop",1.0);
AddColumn(protBStopLev,"protBStopLev",1.2);
AddColumn(Sell,"Sell ",1.0);
AddColumn(Sp,"Sp ",1.2);
AddColumn(Close,"Close",1.2);
AddColumn(High,"High",1.2);
AddColumn(Low," Low",1.2);
Am i missing something?
OR i should not bother with all this and just go by macd and
protective stop?
However some short term back tests reveal that MACD >0 only gives
more winning trades but with reentry I get a lot less winning trades
but a much bigger profit
This is my first attempt of really doing something in AB with AFL on
my own.. and I'm goin nuts.
See the "//???" above in the code where I'm kind of confused :)
So far I used only "canned" Indicators/Systems ot from this great
board.
thanks
adrian
Any input greatly appreciated
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|