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Chuck,
That might be the problem. I'll check it out.
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> Phsst...
>
> Aren't you completely overwritting CoverPrice when you say:
>
> CoverPrice = x;
>
> -----Original Message-----
> From: Phsst [mailto:phsst@x...]
> Sent: Thursday, August 07, 2003 2:19 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] MIN function not working
>
>
> In a SHORT backtest I want to make my own assignments to the
> CoverPrice array... then use the CoverPrice as the 'trailing buy stop'
> price that I use to stop out a position.
>
> I NEVER want the CoverPrice to INCREASE.
>
> I ALWAYS want the CoverPrice to either REMAIN UNCHANGED OR DECREASE
> with each new bar.
>
> I've tried many gyrations of AFL code to accomplish this and have
> spent more hours on it than I care to admit to, but I have narrowed my
> problem down to the failure of the MIN function to return the lowest
> value.
>
> Here is an extremely simple exploration to demonstrate the problem:
> ------------------------------------------
>
> // Explore and Debug Trailing Stop logic
>
> for( i = 1; i < BarCount; i++ ) // Pad CoverPrice array with HIGH
VALUES
> {
> CoverPrice[i] = 99999;
> }
>
> // I verified that entire CoverPrice array now padded with 99999's
>
> x = Min( Ref(H,-1) , Ref(CoverPrice, -1) );
> CoverPrice = x;
>
> Filter = 1;
>
> AddColumn(x,"x = Min(Ref(H,-1),Ref(CoverPrice, -1))",6.3);
> AddColumn(Ref(H, -1),"Ref(H, -1)",6.3);
> AddColumn(Ref(CoverPrice, -1),"Ref(CoverPrice,-1)",6.3);
> AddColumn(CoverPrice,"CoverPrice",6.3);
> AddColumn(H,"H",6.3);
>
> ----------------------------------------
>
> Run the above exploration against any current issue (I'm testing with
> SPY) in AB and you will see that in the statement:
>
> x = Min( Ref(H,-1) , Ref(CoverPrice, -1) );
>
> variable x is ALWAYS being assigned the value of Ref(H, -1) instead of
> the lowest value of the two values.
>
> Am I missing something or is this an AB issue that I need to refer to
> Tomasz?
>
> Regards,
>
> Phsst
>
>
>
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