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You might need to push the buy signal forward one day to check if the price
moves pas the high price
one = Inside ();
two = Ref (Inside(), -1);
three = IIf (EMA (Close, 13) > Ref (EMA(Close, 13), -5), 1, 0); four = IIf
(EMA (Close, 100) > Ref (EMA(Close, 100), -5), 1, 0); five = IIf (EMA
(Volume, 100) > 25000, 1, 0);
Settradedelays(0,1,1,1);
BuySig = One AND two AND three AND four AND five;
Buy = ref(buysig,-1) and h>ref(h,-2);
BuyPrice = ValueWhen (Buy, Ref (H, -2)+.01) ; // might also need alternative
buyprice if the low of the day is greater than the high,-2
Sell = RSI (9) > 200;
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: indiana0352 [mailto:cs_winn@xxxxxxxxxxx]
Sent: Sunday, 28 September 2003 11:46 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: buyprice?
Oops here's my updated formula:
one = Inside () AND
two = Ref (Inside(), -1) AND
three = IIf (EMA (Close, 13) > Ref (EMA(Close, 13), -5), 1, 0); four = IIf
(EMA (Close, 100) > Ref (EMA(Close, 100), -5), 1, 0); five = IIf (EMA
(Volume, 100) > 25000, 1, 0); Buy = One AND two AND three AND four AND five;
BuyPrice = ValueWhen (Buy, Ref (H, -1)+.01) ; Sell = RSI (9) > 200;
Chris
--- In amibroker@xxxxxxxxxxxxxxx, "indiana0352" <cs_winn@xxxx> wrote:
> 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
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
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