[amibroker] Re: MIN function not working

["Phsst" <phsst@xxxxxxxxx>]

Chuck,

Add the following as the last line of the explore:

  AddColumn(Ref(CoverPrice, 1),"Tomorrow CoverPrice",6.3);

and you will see that tomorrows CoverPrice is equal to todays High.

So... the CoverPrice = x is not overwriting the entire CoverPrice
array. But that does spur the question of why the padded 99999's in
tomorrows CoverPrice were overwritten by todays High?

I'll take any alternate solution offered to managing a trailing
CoverPrice.

Phsst

--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> 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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