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Hi Ed,
You can look at Valuewhen() like this:
Variable = valuewhen( A, B );
is the same as saying
Variable = the VALUE of B WHEN A
occurs;
So...
<FONT face="Courier New"
size=3>
BuyPrice =
ValueWhen(Buy, Open);
is the same as
saying
BuyPrice = the
VALUE of open WHEN a signal occurs in the "Buy" array (i.e. - no
delay).
<FONT face="Courier New"
size=3>
Steve
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
ed2000nl
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, September 29, 2003 5:35
PM
Subject: [amibroker] Re: help with
trading system
OK thanks. I see I have a lot more studying and playing
ahead of me. I'm not sure if I understand the bit about ValueWhen()
completely but for now I will not use it if I also use SetTradeDelays().
thanks andregards, Ed--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Tomasz
Janeczko" <amibroker@x...>
wrote:> 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@xxxx>> 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.> >
> > > > > > Send BUG REPORTS to
bugs@xxxx> > Send SUGGESTIONS to suggest@xxxx> >
-----------------------------------------> > Post AmiQuote-related
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