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thanks Steve,
but I basicly understand what ValueWhen() does. In principle ValueWhen
(Buy, Open) is the same as Open, or it returns the values of the Open
array at the positions where the Buy array is true.
The point I did not understand is with the delay. Apparently the Buy
array remains unchanged if I set the buydelay to 1. I would have
thought that the positions of the "1" numbers inside the buy array
would shift 1 position to the right.
If this were so then I could have used ValueWhen(Buy,Open) even
though I set the buydelay to 1.
I must admit that I do not understand the definition of ValueWhen in
the help files with respect to the third parameter n: "n-th most
recent occurence". So I wonder if I still could use ValueWhen as I
did originally if I put some value there for n .....
I have a bit of a hard time learning AFL. I have to find out how I
can work with it interactively in order to find out what I am doing
every step op the way.
regards, Ed
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx> wrote:
> 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...
>
> 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).
>
> Steve
>
>
> ----- Original Message -----
> From: ed2000nl
> To: 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 and
> regards, Ed
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> 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.
> > >
> > >
> > >
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