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Phhst,
You should write:
CoverPrice[ 0 ] = High[ 0 ];
for( i = 1; i < BarCount; i++ )
{
CoverPrice[ i ] = Min( High[ i - 1 ], CoverPrice[ i - 1 ] );
}
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Phsst" <phsst@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 07, 2003 10:04 PM
Subject: [amibroker] Re: MIN function not working
> 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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>
>
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