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Thanks a lot Graham. I didn't know about the INSIDE function!
Cool...
Anyway I tried it again and the problem is this: If the stock goes
up the day following the buy criteria being set, the purchase occurs
according to the BUYPRICE criteria listed below. If, however, the
stock goes down the day following the buy criteria being met, the
stock is still purchased at that day's high value even though it
never satisfied the BUYPRICE criteria.
Try cutting and pasting the formula in and you'll see what I mean.
By the way I've got my settings with "activate stops immediately"
ticked. Also, "Buy Delay" is set at 1.
Oh yeah, the RSI > 200 thing is just a dummy variable until I get
the buy thing sorted out.
Chris
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Chris,
> Here are some suggestions.
> Just to tidy up what you have written to make it simpler to
follow, at least
> for me. The one to nine are conditional statements and will always
give you
> a 0 or 1 answer anyway. Same with the ==1 in the Buy statements,
default is
> 1 so no need to type more than need to (unless you want something
to be
> false in shich case use ==0)
> Also it looks like your search is for 2 consecutieve inside days.
You could
> replace one to six with
> One = inside();
> Two = ref(inside(),-1);
>
> one = High < Ref (High, -1);
> two = Ref (High, -1) < Ref (High, -2);
> three = Ref (High, -2) < Ref (High, -3);
> four = Low > Ref (Low, -1);
> five = Ref (Low, -1) > Ref (Low, -2);
> six = Ref (Low, -2) > Ref (Low, -3);
> seven = EMA (Close, 13) > Ref (EMA(Close, 13), -5);
> eight = EMA (Close, 100) > Ref (EMA(Close, 100), -5);
> nine = EMA (Volume, 100) > 25000;
>
> Buy = One AND two AND three AND four AND five AND six AND seven
AND eight
> AND nine ;
> BuyPrice = ValueWhen( Buy, Ref (H, -1)+.01 ) ; //I think there
were to many
> brakets in here
>
> Sell = RSI (9) > 200; //can RSI be >100
> ?????????????????????????????????
> Buy = ExRem (Buy, Sell);
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
>
>
> -----Original Message-----
> From: indiana0352 [mailto:cs_winn@x...]
> Sent: Sunday, 28 September 2003 10:59 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: buyprice?
>
>
> Thanks for the input guys, but I still seem to be having
problems.
> Here's my code, maybe you can provide some more input.
>
> I realize the code is messy but keep in mind I am new at this! If
> you've got suggestions for improvement let 'em fly!
>
> By the way, the backtest is based on looking for symmetrical
> triangles in uptrends and buying if the price continues up and
> exceeds the high of the second to last day of the triangle.
>
> ********************
>
>
> one = IIf (High < Ref (High, -1), 1, 0);
>
> two = IIf (Ref (High, -1) < Ref (High, -2), 1, 0);
>
> three = IIf (Ref (High, -2) < Ref (High, -3), 1, 0);
>
> four = IIf(Low > Ref (Low, -1), 1 , 0);
>
> five = IIf (Ref (Low, -1) > Ref (Low, -2), 1, 0);
>
> six = IIf (Ref (Low, -2) > Ref (Low, -3), 1, 0);
>
> seven = IIf (EMA (Close, 13) > Ref (EMA(Close, 13), -5), 1, 0);
>
> eight = IIf (EMA (Close, 100) > Ref (EMA(Close, 100), -5), 1, 0);
>
> nine = IIf (EMA (Volume, 100) > 25000, 1, 0);
>
> Buy = One == 1 AND two == 1 AND three == 1 AND four == 1 AND five
==
> 1 AND six == 1 AND seven == 1 AND eight == 1 AND nine == 1;
>
> BuyPrice = ValueWhen(Buy, (Ref (H, -1)+.01)) ;
>
> Sell = RSI (9) > 200;
>
> Buy = ExRem (Buy, Sell);
>
> ************************
>
> Thanks,
> Chris
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> > Just to expand on this answer, you may also need to use exrem
> (buy,sell) in
> > case you get further buy signals before a sell occurs. The buy
> price could
> > change with each added buy signal.
> >
> >
> > Buy = YourCondition
> > Sell = Yourcondition
> > buy = ExRem( buy, sell );
> > Buyprice = valuewhen(buy,ref(h,-1));
> >
> > Cheers,
> > Graham
> > http://groups.msn.com/ASXShareTrading
> > http://groups.msn.com/FMSAustralia
> >
> >
> > -----Original Message-----
> > From: Anthony Faragasso [mailto:ajf1111@x...]
> > Sent: Sunday, 28 September 2003 9:44 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] buyprice?
> >
> >
> > something like
> >
> > valuewhen(buy,ref(h,-1));
> >
> >
> > ----- Original Message -----
> > From: "indiana0352" <cs_winn@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Saturday, September 27, 2003 9:40 PM
> > Subject: [amibroker] buyprice?
> >
> >
> > > Ok another question:
> > >
> > > I'm doing my first backtest. I have my buy criteria set and
now
> I
> > > want to enter my buy price. Rather than just use the open,
> close,
> > > average etc values, I want to define that my position only get
> entered
> > > into if the stock rises above the high value of the day PRIOR
to
> when
> > > the buy signal was triggered.
> > >
> > > How do I do this?
> > >
> > > Thanks,
> > > Chris
> > >
> > >
> > >
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