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Steve, thanks for your response. This email
will explain in detail what I hope to accomplish. This exploration assumes
that you have a day job, and are making buy and sell decisions each
night with a fresh download of EOD data. Therefore, a
buy signal and the subsequent sell signal will never happen on
the same day.
I want to be able to read a detailed report of the
results of (buying on the open) of the next day following an occurrance of
my buy condition. My buy condition is
Cross(stochkd(14),stochd(14)). My sell condition will
occur when the next
cross(stochd(14),stochk(14)) makes it's appearance in one
of the daily downloads of EOD data. The actual sell will
occur at the opening price of the day
after the sell condition appeared. eg, (selling on the open).
Below is the complete exploration. The seven "plot(xxxxxx" lines of
code at the bottom of this exploration are my attempt to set up the column
titles for displaying the data that I want to be able
to analyze.
I could actually feel some of the gears in my brain grinding as I tried to
understand the proper way to use ValueWhen and BarsSince.
I hope we can get this working. Ron D
<FONT face=Arial
size=2>==========================================================================
BuyStocVal=<FONT color=#0000ff
size=1>ValueWhen(<FONT color=#0000ff
size=1>Cross(<FONT color=#0000ff
size=1>StochK(<FONT color=#ff00ff
size=1>14),<FONT color=#0000ff
size=1>StochD(<FONT color=#ff00ff
size=1>14)),<FONT color=#0000ff
size=1>StochK(<FONT color=#ff00ff
size=1>14),1<FONT
size=1>);//<FONT
color=#008000 size=1>This is the value of StochK(14) when the buycross
occurred.
SellStocVal=ValueWhen<FONT
size=1>(Cross(<FONT
color=#0000ff size=1>StochD(<FONT color=#ff00ff
size=1>14),<FONT color=#0000ff
size=1>StochK(<FONT color=#ff00ff
size=1>14)),<FONT color=#0000ff
size=1>StochK(<FONT color=#ff00ff
size=1>14),<FONT color=#0000ff
size=1>BarsSince(<FONT color=#0000ff
size=1>Cross(<FONT color=#0000ff
size=1>StochK(<FONT color=#ff00ff
size=1>14),<FONT color=#0000ff
size=1>StochD(<FONT color=#ff00ff
size=1>14)));<FONT face="Courier New" color=#008000
size=1>//StochK(14) value at
sellcross.
StocRise=SellStocVal-BuystocVal; < the difference in the <FONT
color=#0000ff size=1>StochK(<FONT color=#ff00ff
size=1>14)<FONT face="Courier New" color=#008000
size=1>// Buy AND Sell values, assumed to be a
positive value.
Entryprice=ValueWhen<FONT
size=1>(Cross(<FONT
color=#0000ff size=1>StochK(<FONT color=#ff00ff
size=1>14),<FONT color=#0000ff
size=1>StochD(<FONT color=#ff00ff
size=1>14)),<FONT color=#0000ff
size=1>Ref(Open,<FONT color=#ff00ff
size=1>0),1<FONT
size=1>);//<FONT
color=#008000 size=1>opening price on the Day the Buy occurrs.<FONT
size=1>
Exitprice=ValueWhen<FONT
size=1>(Cross(<FONT
color=#0000ff size=1>StochD(<FONT color=#ff00ff
size=1>14),<FONT color=#0000ff
size=1>StochK(<FONT color=#ff00ff
size=1>14)),<FONT color=#0000ff
size=1>Ref(Open,<FONT color=#ff00ff
size=1>0),<FONT color=#0000ff
size=1>BarsSince(<FONT color=#0000ff
size=1>Cross(<FONT color=#0000ff
size=1>StochK(<FONT color=#ff00ff
size=1>14),<FONT color=#0000ff
size=1>StochD(<FONT color=#ff00ff
size=1>14)));<FONT face="Courier New" color=#008000
size=1>//Open price of Sell
Day.
Pricerise=Exitprice-entryprice<FONT face="Courier New"
size=1>;//<FONT
color=#008000 size=1>The difference between the two opening
prices.
percentrise=pricerise/entryprice;<FONT face="Courier New"
color=#008000 size=1>//The % of increase on
the value of the Open price when the Buy occurred.
Filter=C><FONT
face="Courier New" color=#ff00ff size=1>1
AND C<<FONT face="Courier New" color=#ff00ff
size=1>100 AND
V><FONT face="Courier New" color=#ff00ff
size=1>100000 AND Buystocval
AND Sellstocval AND stocrise AND entryprice AND
exitprice AND pricerise AND percentrise;<FONT
face="Courier New" color=#0000ff size=1>
AddColumn(BuyStocVal,<FONT
face="Courier New" color=#ff00ff size=1>"Buy Value"<FONT
face="Courier New" size=1>,format=<FONT face="Courier New" color=#ff00ff
size=1>1.2<FONT face="Courier New"
size=1>,textcolor=colorDefault,bkgndcolor=colorDefault);<FONT
face="Courier New" color=#0000ff size=1>
AddColumn(SellStocVal,<FONT
face="Courier New" color=#ff00ff size=1>"Sell Value"<FONT
face="Courier New" size=1>,format=<FONT face="Courier New" color=#ff00ff
size=1>1.2<FONT face="Courier New"
size=1>,textcolor=colorDefault,bkgndcolor=colorDefault);<FONT
face="Courier New" color=#0000ff size=1>
AddColumn(StocRise,<FONT
face="Courier New" color=#ff00ff size=1>"Stoc Rise"<FONT
face="Courier New" size=1>,format=<FONT face="Courier New" color=#ff00ff
size=1>1.2<FONT face="Courier New"
size=1>,textcolor=colorDefault,bkgndcolor=colorDefault);<FONT
face="Courier New" color=#0000ff size=1>
AddColumn(Entrypric,<FONT
face="Courier New" color=#ff00ff size=1>"Buy price"<FONT
face="Courier New" size=1>,format=<FONT face="Courier New" color=#ff00ff
size=1>1.2<FONT face="Courier New"
size=1>,textcolor=colorDefault,bkgndcolor=colorDefault);<FONT
face="Courier New" color=#0000ff size=1>
AddColumn(Exitprice,<FONT
face="Courier New" color=#ff00ff size=1>"Sell price"<FONT
face="Courier New" size=1>,format=<FONT face="Courier New" color=#ff00ff
size=1>1.2<FONT face="Courier New"
size=1>,textcolor=colorDefault,bkgndcolor=colorDefault);<FONT
face="Courier New" color=#0000ff size=1>
AddColumn(Pricerise,<FONT
face="Courier New" color=#ff00ff size=1>"Price rise"<FONT
face="Courier New" size=1>,format=<FONT face="Courier New" color=#ff00ff
size=1>1.2<FONT face="Courier New"
size=1>,textcolor=colorDefault,bkgndcolor=colorDefault);<FONT
face="Courier New" color=#0000ff size=1>
AddColumn(percentrise,<FONT
face="Courier New" color=#ff00ff size=1>"% change"<FONT
face="Courier New" size=1>,format=<FONT face="Courier New" color=#ff00ff
size=1>1.2<FONT face="Courier New"
size=1>,textcolor=colorDefault,bkgndcolor=colorDefault);
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