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Re: [amibroker] Re: help with trading system



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Dave,

You are of course correct, but the question was how to set it from the formula level.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Dave Merrill" <dmerrill@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 29, 2003 11:18 PM
Subject: RE: [amibroker] Re: help with trading system


> sorry to jump in, but if your AA window settings are set to buy on open with
> one day delay, won't that get you the same result without explicitly setting
> BuyPrice?
> 
> dave
> 
> > > 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
> 
> 
> 
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