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Hello,
> thanks. I found the proper buy and sell signals. Still I am
> puzzled ... my super simple code does not give proper results. If I
> execute this code on CTMI I get 3 trades. However, it not always buys
> at the open like I tell it to. Do you agree when looking at the code
> below that it *always* should buy at the open?
No. To buy always at open you should write:
BuyPrice = Open;
(isn't this obvious ?)
If you write
BuyPrice = ValueWhen(Buy, Open);
and you SET DELAY > 0
this code actually attempts to buy at OPEN price WHEN NON DELAYED buy
occurred. Since trading is delayed as per your setting the open of
N-days before may NOT fit into High-LOW range of the bar when
ACTUAL TRADE takes place so AmiBroker must readjust it to
fit into H-L range (what ever is nearer your desired price).
Hope this helps.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "ed2000nl" <pablito@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 29, 2003 10:47 PM
Subject: [amibroker] Re: help with trading system
> Jayson,
>
> How can this be explained?
>
> regards, Ed
>
> //----------------------------------------------------
> // overide default settings, set buy delay at 1 bar
> SetTradeDelays(1,0,0,0);
>
> // make a simple trading system
> Buy = Cross(RSI(),30);
>
> // define the BuyPrice
> BuyPrice = ValueWhen( Buy, Open);
>
> // define the sell condition
> SellCond1 = C > BuyPrice * 1.02;
> SellCond2 = C < BuyPrice * 0.96;
> SellCond3 = Cross( BarsSince(Buy), 5 );
>
> Sell = SellCond1 OR SellCond2 OR SellCond3;
>
> // define the SellPrice
> SellPrice = ValueWhen( Sell, Close);
>
> Buy = ExRem(Buy,Sell);
> Sell = ExRem(Sell,Buy);
> //----------------------------------------------------
>
>
> backtest:
>
> CTMI Long 7/25/2002 15.7500 7/25/2002 16.5900 5.3%
> 533.33 5.3% 634.921 10000 533.333 1 5.33%
> CTMI Out 7/25/2002 16.5900 3/14/2003 17.8190 7.4%
> 0.00 0.0% 0 0 533.333 160 0.00%
> CTMI Long 3/14/2003 17.8190 3/14/2003 18.5100 3.9%
> 408.47 3.9% 591.129 10533.3 941.804 1 3.88%
> CTMI Out 3/14/2003 18.5100 8/22/2003 13.1000 -29.2%
> 0.00 0.0% 0 0 941.804 112 0.00%
> CTMI Long 8/22/2003 13.1000 8/26/2003 13.5800 3.7%
> 400.92 3.7% 835.252 10941.8 1342.72 3 1.22%
> CTMI Out 8/26/2003 13.5800 9/26/2003 14.0000 3.1%
> 0.00 0.0% 0 0 1342.72 22 0.00%
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > Are you simply double clicking the trade to plot the arrows or have
> you
> > right clicked then chosen "Show actual trades"??
> >
> > Try this... create a new indicator with this code.....
> >
> >
> > x = Cross(RSI(),30);
> > Plot(RSI(),"",5,1);
> > PlotGrid(30,colorWhite);
> > Plot(x,"",4,2|styleOwnScale);
> >
> > The red lines will show the actual cross. Now run this simple
> system test...
> >
> >
> > SetTradeDelays(3,0,0,0);
> > Buy= Cross(RSI(),30);
> > Sell=Cross(30,RSI());
> >
> > Test over enough days to be sure you get a signal. Next rt click a
> trade and
> > choose "Show actual trade". I believe you will see the arrow to be
> 3 days
> > after the red line cross..
> >
> >
> >
> >
> >
> > Regards,
> > Jayson
> is subject to the Yahoo! Terms of Service.
>
>
>
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