|
PureBytes Links
Trading Reference Links
|
TJ/Jayson:
Here are the statements from IB that produced the same trade arrows as
in the Price window when clicking "Show actual trades". (Show Actual
Trades shift right 1 bar because of operating on the Open Delay =1.
ApplyStop(stopTypeLoss,stopModePercent,13,0);
E = Equity(1);
PlotShapes(IIf(Buy,shapeUpArrow ,shapeNone),5,0,C,-25);
PlotShapes(IIf(Short,shapeHollowDownArrow ,shapeNone),4,0,C,-20);
PlotShapes(IIf(Sell,shapeDownArrow ,shapeNone),4,0,C,-8);
PlotShapes(IIf(Cover,shapeHollowUpArrow ,shapeNone),5,0,C,-14);
PlotShapes(IIf(Sell==2,shapeUpTriangle,shapeNone),9,0,C,-20);
PlotShapes(IIf(Cover==2,shapeDownTriangle,shapeNone),2,0,C,-20);
As I said in my note, all trades are accounted for in the AA grid and
they match the plotted arrows EXCEPT in the cases where I said there is
not a corresponding arrow to Cover a Short or Sell and Long. I also see
that most times, the trade arrows are matched, but other times (fewer)
they do not match (again, EVEN THOU THE AA GRID SHOWS THE EXIT (either
Sell or Cover).
Thanks for the responses....this continues to be puzzling.
Ken
PS: if you think you need to see my detailed code statements above the
Plotshape statements, all I would ask is why the AA grid shows an exit
(Sell or Cover) but there is not a corresponding arrow on the price grid
or in my IB??
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
Sent: Monday, May 05, 2003 2:13 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Buy Sell Arrows or Not?
Ken,
> As I have been implementing exact trade arrows (including Applystops)
> within Indicator Builder to match what is in the Price chart, I have
> come upon many cases of a trade being reversed **WITHOUT** a
> corresponding trade arrow being shown.
Did you use "Show Actual trades" in AA ?
Or were using PlotShapes to produce this chart?
If you are using PlotShapes you have to have 4 separate statements
to plot arrows the same way as AA window.
But because you didn't provide details how did you produce the
picture you have sent it is impossible to tell.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Ken Close" <closeks@xxxxxxxx>
To: "AmiBroker List" <amibroker@xxxxxxxxxxxxxxx>
Cc: "'Tomasz Janeczko'" <tj@xxxxxxxxxxxxx>
Sent: Monday, May 05, 2003 8:03 PM
Subject: [amibroker] Buy Sell Arrows or Not?
> Still another basic question based on a puzzling observation: I
thought
> that all trades had to have or show corresponding trade arrows on the
> price chart when using either Raw Signals or Actual Trades.
>
> If I have a long and later exit by Selling, then the Price Chart will
> show a Long (Solid green up arrow) followed by a Sell (Solid Red Down
> Arrow).
>
> I did not think I could see a trade arrow without its corresponding
exit
> or close trade arrow. In other words, every Buy arrow must be
followed
> by a Sell Arrow (even if a Short arrow is on the same bar). Every
Short
> Arrow must be followed by a Cover arrow, even if a Buy arrow is on the
> same bar.
>
> As I have been implementing exact trade arrows (including Applystops)
> within Indicator Builder to match what is in the Price chart, I have
> come upon many cases of a trade being reversed **WITHOUT** a
> corresponding trade arrow being shown.
>
> The attachments gives an example. The AA results grid shows the trade
> being exited but there is no corresponding exit trade arrow. At other
> times there is a paired comparison on entering and exiting the trade
> (whether long or short).
>
> Is this an inconsistency in the program or is there a minute rule that
> dictates when these arrows are "paired up" and when they are not. My
> Plotshape arrows follow the same "anomaly", that is, they match the
Raw
> Signals arrow for arrow.
>
> I suspect some twist in the Equity(1) routine, but who knows?
>
> Ideas?
>
> Ken
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> 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/
>
>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/KXUxcA/fNtFAA/uetFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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/
|