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Thanks Jason!
Your tip on if I reference one of the 6
arrays is very helpful.
d
<span
>-----Original Message-----
From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]
Sent: Monday, March 17, 2003 8:13
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Code
challenge - gurus on your toes!
<span
>
<span
>Dale,
<span
>
<span
>Often I just guess
<G>
<span
>
<span
>Help defines an array
as....
<span
>What is
an Array?
<span
>An array is simply a list
(or row) of values. In some books it may be referred to as a vector. Each
numbered row of values in the example represents an individual array. Amibroker
has stored in its database 6 arrays for each stock. One for opening price, one
for the low price, one for the high price, one for the closing price and one
for volume (see the rows labeled 1-5 below) and one for open interest. These
can be referenced in <font size=2
color=white face=Arial>AFL<font
size=2 color=blue face=Arial> as open, low, high, close, volume, openint or o, l, h, c, v, oi.
<span
>If you are referencing
one of the 6 arrays or making calculations based on them then it is an
array. In your example you used Status to determine what AB was doing
(Scan, Explore etc) Since this state is not stored nor calculated from the
six arrays you must use lastvalue() .
<span
>" <font
size=2 color=blue face=Tahoma>One more thing: Do you use Amibroker to signal trades with delay =
1 and Price = Open? On the evening before the trade do you use plots to
tell you to trade the next morning or do you use some formula in the AA and run
a Scan or Explore to tell you?"
<span
>Dale, you have probably
forgotten more about system design than I know<font size=2
color=blue face=Tahoma> <span
>but for what it is worth
I do use delay=1 and Price=Open for evaluation and back testing in AA, although
in practice I seldom actual buy the open. I have been burned too many times by
this fickle market. Instead I wait 30 minutes to let the dust settle. Interday
I plot actual signals based on high or low. (delay=o)
<span
>Regards,
<span
>jayson
<font size=2 color=blue
face=Tahoma>
<span
>
<span
>
<span
>Jayson
-----Original
Message-----
From: dingo
[mailto:dingo@xxxxxxxxxx]
Sent: Monday, March 17, 2003 4:23
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Code
challenge - gurus on your toes!
<font size=2 color=blue
face=Tahoma>Have I
tried it? NO but looks like that is the magic answer!!!
<font size=2 color=blue
face=Tahoma>
<font size=2 color=blue
face=Tahoma>I get
totally wrapped around the axle to this day on what is an array and what is not
an array.
<font size=2 color=blue
face=Tahoma>
<font size=2 color=blue
face=Tahoma>If you
have the time could you explain how this works at the individual bar level? If
not I understand and really appreciate this!! It just might help the little
light go on in my head (yea, right!).
<font size=2 color=blue
face=Tahoma>
<font size=2 color=blue
face=Tahoma>One
more thing: Do you use Amibroker to signal trades with delay = 1 and Price =
Open? On the evening before the trade do you use plots to tell you to
trade the next morning or do you use some formula in the AA and run a Scan or
Explore to tell you?
<font size=2 color=blue
face=Tahoma>
<font size=2 color=blue
face=Tahoma>Thanks
Jason! You are great to be here help us as much as you do!
<font size=2 color=blue
face=Tahoma>
<font size=2 color=blue
face=Tahoma>d
<font size=2 color=blue
face=Tahoma>
<span
>-----Original Message-----
From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]
Sent: Monday, March 17, 2003 3:56
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Code
challenge - gurus on your toes!
<span
>
<font size=2 color=blue
face=Arial>Dale
have you tried lastvalue(tmpdelay)
<span
>
<font size=2 color="#282828"
face=Arial>
<font size=2 color=blue
face=Arial>tmpDelay
= IIf(Status("action") == 5, 1,
0);
<font size=2 color=blue
face=Arial>tmpdelay=<font
size=2 color="#282828" face=Arial>LastValue<span
>(tmpdelay);
<span
>
<font size=2 color=blue
face=Arial>I think
this needs to be a fixed number..
<span
>
<font size=2 color=blue
face=Arial>Jayson
-----Original
Message-----
From: dingo
[mailto:dingo@xxxxxxxxxx]
Sent: Monday, March 17, 2003 3:41
PM
To: _amibroker_yahoo
Subject: [amibroker] Code
challenge - gurus on your toes!
I'm
trying to write some AFL code that will change the trade delays and<font
size=2 face="Courier New">
trade prices based solely on whether the code is
being run in the back
tester/optimizer or not.
Here's a feeble attempt that doesn't work:
tmpDelay = IIf(Status("action") == 5, 1,
0);
tmpPrice = IIf(Status("action") == 5,
Open, Close);
SetTradeDelays(tmpDelay, tmpDelay, tmpDelay,
tmpDelay);
BuyPrice = SellPrice = ShortPrice = CoverPrice =
tmpPrice;
Lets see if you can solve this one! (Use of
vbScript is permissable)
d
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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