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TJ:
It seems to me that both statements are needed if one want to plot BOTH
Sell arrows when Sells occur and StopLoss Arrows when stop loss exits
occur. I thought the Sell==2 took care of distinquishing between the
two.
Perhaps it could read
> PlotShapes(IIf(Sell==1,shapeDownArrow ,shapeNone),4,0,C,-8);
> PlotShapes(IIf(Sell==2,shapeUpTriangle,shapeNone),9,0,C,-20);
Arrow for a SELL, triangle for a StopLoss Exit.
This raises interesting question....the normal signals in Backtester do
not automatically display any kind of symbol on the price plot for
ApplyStop exits. Any chance for that being an addition in some later
improvement?
Ken
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
Sent: Tuesday, May 06, 2003 2:35 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Buy Sell Arrows or Not?
Hello,
Your code does NOT duplicate the display of AA because it is DIFFERENT
and can generate incorrect extra arrows.
For example:
In case of exit generated by stop your code generates TWO arrows instead
of ONE because BOTH
> PlotShapes(IIf(Sell,shapeDownArrow ,shapeNone),4,0,C,-8);
> PlotShapes(IIf(Sell==2,shapeUpTriangle,shapeNone),9,0,C,-20);
condtions are met so both down arrow and up triangle are plotted
Not surprising it would result in arrows that don't match.
If you want to duplicate the display of AA "show actual trade arrows"
you must use the following code:
Buy=....;
Cover= ....
Sell = ....;
Short=....;
ApplyStop(stopTypeLoss,stopModePercent,13,0);
E = Equity(1);
Plot( Close, "Price", colorBlack, styleCandle );
PlotShapes(IIf(Buy,shapeUpArrow ,shapeNone),colorGreen, 0, Low );
PlotShapes(IIf(Short,shapeHollowDownArrow
,shapeNone),colorRed,0,High,-24);
PlotShapes(IIf(Sell,shapeDownArrow ,shapeNone),colorRed,0,High);
PlotShapes(IIf(Cover,shapeHollowUpArrow
,shapeNone),colorGreen,0,Low,-24);
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Ken Close" <closeks@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Cc: "'Tomasz Janeczko'" <tj@xxxxxxxxxxxxx>
Sent: Monday, May 05, 2003 9:30 PM
Subject: RE: [amibroker] Buy Sell Arrows or Not?
> 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
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>
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>
>
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