|
PureBytes Links
Trading Reference Links
|
How to remove excessive buy signals?
After buy, it is possible the price never reach 1.1 * priceatbuy.
Then another buy signal comes up. How to handle this senario?
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> I had same general issue a few weeks ago.
>
> Tomasz responded with code snippet sample from "What's new in
Amibroker":
>
>
> /* a sample low-level implementation of Profit-target stop in AFL:
*/
> Buy = Cross( MACD(), Signal() );
> priceatbuy=0;
> for( i = 0; i < BarCount; i++ )
> {
> if( priceatbuy == 0 && Buy[ i ] )
> priceatbuy = BuyPrice[ i ];
> if( priceatbuy > 0 && SellPrice[ i ] > 1.1 * priceatbuy )
> {
> Sell[ i ] = 1;
> SellPrice[ i ] = 1.1 * priceatbuy;
> priceatbuy = 0;
> }
> else
> Sell[ i ] = 0;
> }
>
> Change logic from 'Profit Target' to trailing stop of your
preference.
>
> Phsst
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Adrian Zaremba"
<headcutter@xxxx>
> wrote:
> > Can I find somewhere a code for a trailing stop? I am not
talking
> > about applystop function but a manually written code, like in
> > Tradestation.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Remanufactured Ink Cartridges & Refill Kits at MyInks.com for: HP $8-20. Epson $3-9, Canon $5-15, Lexmark $4-17. Free s/h over $50 (US & Canada).
http://www.c1tracking.com/l.asp?cid=6351
http://us.click.yahoo.com/0zJuRD/6CvGAA/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/
|