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hi Jayson,
I started with such a simple system in order to be able to track what
is going on.
1) I start with
SetTradeDelays(0,0,0,0);
Buy = Cross(RSI(),30);
then I look in the chart (standard Price chart) where the buy signals
are.
2) now I make a change:
SetTradeDelays(1,0,0,0);
Buy = Cross(RSI(),30);
and again I look where the buy signals are: nothing changed?
I think I am missing something ...
Indeed "Buy = Ref(Buy, -1);" is not the proper thing to use for my
purposes although it seems to move the moment of purchase 1 day
forward.
Seems I am lost here. If I make a change from SetTradeDelays
(0,0,0,0); to SetTradeDelays(1,0,0,0); and no difference can be seen
things get complicated.
Maybe you can point me to a similar example somewhere in the archive
which does similar things as my example. I am not really interested
in systems like:
Buy = Cross(RSI(),30);
Sell = Cross(70,RSI());
I want to closely monitor a buy signal and then find an exit point
like in my example.
thanks,
rgds, Ed
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Ed,
> if Buy = Cross(RSI(),30);
> then ref(buy,-1) would be the previous time that that RSI and 30
crossed.
> Is that what you want? Since you have replaced buy with ref(buy,-1)
you are
> testing a buy that you could not have possibly made..... Perhaps
you want
> Buy = Cross(RSI(),30); but also want to set trade delay=1 to
implement the
> buy on the next day?
>
> Regards,
> Jayson
> -----Original Message-----
> From: ed2000nl [mailto:pablito@x...]
> Sent: Monday, September 29, 2003 12:31 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: help with trading system
>
>
> Jayson,
>
> yes I have.
>
> if I run the foolowing code:
>
> // overide default settings
> SetTradeDelays(0,0,0,0);
>
> // 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 * 1.02;
> 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);
>
>
> for the stock CHKP I get as result in the backtester (last 2
trades):
>
> CHKP Long 7/3/2002 12.0800 7/5/2002 14.2600
> 18.0%
> 2029.25 18.0% 930.847 11244.6
3273.88 2
> 9.02%
> CHKP Out 7/5/2002 14.2600 10/4/2002
> 13.4600 -5.6%
> 0.00 0.0% 0 0 3273.88 64 0.00%
> CHKP Long 10/4/2002 13.4600 10/10/2002
13.9900
> 3.9%
> 522.67 3.9% 986.172 13273.9 3796.55 5
> 0.79%
> CHKP Out 10/10/2002 13.9900 9/26/2003
16.6500
> 19.0%
> 0.00 0.0% 0 0 3796.55 242 0.00%
>
>
> the trade started at 7/3/2002 should be sold the same day at the
> close. I must have made some error somewhere, maybe in the code?
>
> thanks,
>
> Ed
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > Ed,
> > Do you have "Allow same bar exit" checked?
> >
> > Regards,
> > Jayson
>
>
>
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