|
PureBytes Links
Trading Reference Links
|
Phsst,
Using the no-procedural style of AFL, you can write :
CoverPrice = LLV(Ref(H,-1),BarsSince(Short));
One question : what is SPY ? It's useful for debugging AFL ? (Tomasz,
please note for wish list : DEBUGGER !!! ;) )
romadd64
--- 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
> >
> >
> >
> > Yahoo! Groups Sponsor
> > ADVERTISEMENT
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > 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 the Yahoo! Terms of
Service.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for Your HP, Epson, Canon or Lexmark
Printer at Myinks.com. Free s/h on orders $50 or more to the US & Canada. http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/l.m7sD/LIdGAA/qnsNAA/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/
|