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HB,
thanks for your reply. I didn't realise it was there but it was
checked anyway. I'll have a look if maybe somethings else is not
checked,
regards, Ed
--- In amibroker@xxxxxxxxxxxxxxx, "hmab1" <hossamb@xxxx> wrote:
>
> Hello Ed,
>
> In the backtester settings, do you have "Allow same bar exit"
> checked ?
>
> HB
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ed2000nl" <pablito@xxxx> wrote:
> > hi,
> >
> > thanks for your reply.
> >
> > I tried with settradedelays(0,0,0,0) which is the default.
Doesn't
> > this mean that the buydelay and the selldelay are 0, or 0
days/bars?
> >
> > So, that would mean that it would look for a sell at the same day
> of
> > purchase?
> >
> > From the help and the manual I can't figure out wether the
> buydelay,
> > selldelay etc inside settradedelays are flags or actual days
> (bars).
> >
> > However in my little program below setting settradedelays
(0,0,0,0)
> > does not sell at the same day of purchase when it should.
> >
> > thanks and regards, Ed
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > > Ed
> > > check settings/trade delay it sounds like you have it set to 1
> > which means
> > > "Next bar"
> > >
> > > Regards,
> > > Jayson
> > > -----Original Message-----
> > > From: ed2000nl [mailto:pablito@x...]
> > > Sent: Monday, September 29, 2003 10:23 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: help with trading system
> > >
> > >
> > > hi,
> > >
> > > I have one additional question (for now ...). I have this simple
> > > trading system (see below). I buy at the open. If I would like
to
> > > sell the same day at the close if it exceeds the threshold of
in
> > this
> > > case 4% how do I program that. Now it only starts finding sell
> > > signals the day after the purchase.
> > >
> > > thanks, Ed
> > >
> > >
> > >
> > > // -------------------------------------------------------------
--
> --
> > -
> > > // make a simple trading system
> > > Buy = Cross(RSI(),30);
> > >
> > > // buy the next day at the open
> > > // use Ref(Buy -1) because the Ref function returns a value
> > > // so the "1" numbers inside the Buy array are moved forward
this
> > way.
> > > Buy = Ref(Buy, -1);
> > >
> > > // define the BuyPrice
> > > BuyPrice = ValueWhen( Buy, Open);
> > >
> > > SellCond1 = C > BuyPrice * 1.04;
> > > SellCond2 = C < BuyPrice * 0.96;
> > > SellCond3 = Cross( BarsSince(Buy), 5 );
> > >
> > > Sell = SellCond1 OR SellCond2 OR SellCond3;
> > >
> > > SellPrice = (SellCond1 * C);
> > > SellPrice = SellPrice + (SellCond2 * C);
> > > SellPrice = SellPrice + (SellCond3 * C);
> > >
> > > Buy = ExRem(Buy,Sell);
> > > Sell = ExRem(Sell,Buy);
> > > // -------------------------------------------------------------
--
> --
> > -
> > >
> > >
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx>
wrote:
> > > > Ed, you should not need to do loops for this, just set the
> > > conditions you
> > > > want.
> > > > Is this close to what you were wanting?
> > > >
> > > > SetTradeDelays( 0, 0, 0, 0 );
> > > > Buy = YourBuyCondition;
> > > > Buy = Exrem( Buy, Sell );
> > > > SellCond1 = Cross( C, Valuewhen( Buy, C) * 1.02 );
> > > > SellCond2 = Cross( Valuewhen( Buy, C) * 0.96, C );
> > > > SellCond3 = Cross( Barssince(buy), 5 );
> > > > Sell = SellCond1 OR SellCond2 OR SellCond3 ;
> > > > SellPrice = C;
> > > >
> > > >
> > > > Cheers,
> > > > Graham
> > > > http://groups.msn.com/ASXShareTrading
> > > > http://groups.msn.com/FMSAustralia
> > > >
> > > >
> > > > -----Original Message-----
> > > > From: ed2000nl [mailto:pablito@x...]
> > > > Sent: Monday, 29 September 2003 4:45 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] help with trading system
> > > >
> > > >
> > > > hi,
> > > >
> > > > I need some basic help with trading systems. I am so used to
an
> > > other
> > > > programming language and can't seem to find out how to fully
> > > utilise
> > > > AB in similar ways.
> > > >
> > > > as an example I want to find out how to program a simple
system
> > > >
> > > > 1) say I got my "buy" array defined.
> > > >
> > > > 2) now I want to sell in the following days at the close
> whenever
> > > the
> > > > price has increased by 2% or more.
> > > >
> > > > 3) I sell with a loss at the close whenever the price
decreases
> by
> > > 4%
> > > > or more.
> > > >
> > > > 4) and I sell at the close price when the number of trading
days
> > > > exceeds 5 and the stock is still in possesion.
> > > >
> > > > How could I use AFL in the best way. Do I need to use
loopings?
> > > >
> > > > thanks in advance,
> > > >
> > > > Ed
> > > >
> > > >
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