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hi,
I simplified the code a little to make it easier to understand.
Point is: the outer i-loop finds a buy signal and enters the inner j-
loop. If a sell point is found I fill the Sell and the SellPrice at
the appropriate index position. The SellPriceAtIndexOfBuy I fill at
the index position of the Buy. However, for some reason this array
remains empty and I do not see why.
regards, Ed
procedure SellSystemtest_p
(Buy,BuyPrice,open,high,low,close,hit,lot,maxdur)
{
// Edward Pottasch, Okt 2003
// hit: high threshold
// lot: low threshold
// maxdur: maximum number of days for a trade
global Sell;
global SellPrice;
global SellPriceAtIndexOfBuy;
SellPrice = BuyPrice; SellPrice = 0; Sell = Buy; Sell = 0;
SellPriceAtIndexOfBuy = BuyPrice; SellPriceAtIndexOfBuy = 0;
for (i = 0; i < BarCount; i++) {
// if a buy signal is found then search for an sell position
if (Buy[ i ] == 1) {
// set the low + high thresholds for the buy signal
thigh = BuyPrice[i] + BuyPrice[i]*(hit/100);
tlow = BuyPrice[i] - BuyPrice[i]*(lot/100);
// find a sell position + price for every individual
buy signal
for (j = i; j < BarCount; j++) {
if ((j - i) > maxdur) {
Sell[ j ] = 1;
SellPrice[ j ] = C[j];
SellPriceAtIndexOfBuy[ i ] = C[j];
j = BarCount-1;
} else if (H[j] > thigh) {
Sell[ j ] = 1;
SellPrice[ j ] = thigh;
SellPriceAtIndexOfBuy[ i ] =
thigh;
j = BarCount-1;
}
}
}
}
}
--- In amibroker@xxxxxxxxxxxxxxx, "ed2000nl" <pablito@xxxx> wrote:
> hi,
>
> I hope I'm not overlooking something stupid here. Inside a
procedure
> I defined the global variables:
>
> global Sell;
> global SellPrice;
>
> Later I added:
>
> global SellPriceAtIndexOfBuy;
>
> which would give me the sellprice but now at the index of the buy.
> However SellPriceAtIndexOfBuy remains empty. I have the feeling I
am
> missing some fundamental AFL characteristic here. The code is
printed
> below. It is basicly a "j-loop" within an "i-loop". Hope somebody
can
> clear the mist for me,
>
> regards, Ed
>
>
>
>
> -----> the code of the procedure. Hope it doesn't look too messy
once
> it is printed in Yahoo .....
>
> procedure SellSystem001_p
> (Buy,BuyPrice,open,high,low,close,hit,lot,maxdur)
> {
>
> // Edward Pottasch, Okt 2003
> // hit: high threshold
> // lot: low threshold
> // maxdur: maximum number of days for a trade
>
> global Sell;
> global SellPrice;
> global SellPriceAtIndexOfBuy;
>
> SellPrice = BuyPrice; SellPrice = 0; Sell = Buy; Sell = 0;
> SellPriceAtIndexOfBuy = BuyPrice; SellPriceAtIndexOfBuy = 0;
>
> for (i = 0; i < BarCount; i++) {
>
> // if a buy signal is found then search for an sell position
> if (Buy[ i ] == 1) {
>
> // set the low + high thresholds for the buy signal
> thigh = BuyPrice[i] + BuyPrice[i]*(hit/100);
> tlow = BuyPrice[i] - BuyPrice[i]*(lot/100);
>
> // find a sell position + price for every individual
> buy signal
> for (j = i; j < BarCount; j++) {
>
>
> if ((j - i) > maxdur) {
>
> Sell[ j ] = 1;
> SellPrice[ j ] = C[j];
> SellPriceAtIndexOfBuy[ i ] = C[j];
> j = BarCount-1;
> printf("a: %f \n",1);
> printf("i: %f \n",i);
> printf("j: %f \n",j);
> printf("bp: %f \n",BuyPrice[ i ]);
> printf("sp: %f \n",SellPrice[ j ]);
> printf("spib: %f
> \n",SellPriceAtIndexOfBuy[ i ]);
>
> } else if (H[j] > thigh) {
>
> Sell[ j ] = 1;
> SellPrice[ j ] = thigh;
> SellPriceAtIndexOfBuy[ i ] =
> thigh;
> j = BarCount-1;
> printf("b: %f \n",2);
> printf("i: %f \n",i);
> printf("j: %f \n",j);
> printf("bp: %f \n",BuyPrice[
> i ]);
> printf("sp: %f \n",SellPrice[
> j ]);
> printf("spib: %f
> \n",SellPriceAtIndexOfBuy[ i ]);
>
> } else if (L[j] < tlow) {
>
> Sell[ j ] = 1;
> SellPrice[ j ] = tlow;
> SellPriceAtIndexOfBuy[ i ] =
> tlow;
> j = BarCount-1;
> printf("c: %f \n",3);
> printf("i: %f \n",i);
> printf("j: %f \n",j);
>
> printf("bp: %f \n",BuyPrice[
> i ]);
> printf("sp: %f \n",SellPrice[
> j ]);
> printf("spib: %f
> \n",SellPriceAtIndexOfBuy[ i ]);
>
> } else if (O[j] > thigh) {
>
> Sell[ j ] = 1;
> SellPrice[ j ] = Open[j];
> SellPriceAtIndexOfBuy[ i ] =
> Open[j];
> j = BarCount-1;
> printf("d: %f \n",4);
> printf("i: %f \n",i);
> printf("j: %f \n",j);
> printf("bp: %f \n",BuyPrice[
> i ]);
> printf("sp: %f \n",SellPrice[
> j ]);
> printf("spib: %f
> \n",SellPriceAtIndexOfBuy[ i ]);
>
> } else if (O[j] > thigh AND H[j] > thigh) {
>
> Sell[ j ] = 1;
> SellPrice[ j ] = Open[j];
> SellPriceAtIndexOfBuy[ i ] =
> Open[j];
> j = BarCount-1;
> printf("e: %f \n",5);
> printf("i: %f \n",i);
> printf("j: %f \n",j);
>
> printf("bp: %f \n",BuyPrice[
> i ]);
> printf("sp: %f \n",SellPrice[
> j ]);
> printf("spib: %f
> \n",SellPriceAtIndexOfBuy[ i ]);
>
> } else if (O[j] < tlow) {
>
> Sell[ j ] = 1;
> SellPrice[ j ] = Open[j];
> SellPriceAtIndexOfBuy[ i ] =
> Open[j];
> j = BarCount-1;
> printf("f: %f \n",6);
> printf("i: %f \n",i);
> printf("j: %f \n",j);
> printf("bp: %f \n",BuyPrice[
> i ]);
> printf("sp: %f \n",SellPrice[
> j ]);
> printf("spib: %f
> \n",SellPriceAtIndexOfBuy[ i ]);
>
> } else if (O[j] < tlow AND L[j] < tlow) {
>
> Sell[ j ] = 1;
> SellPrice[ j ] = Open[j];
> SellPriceAtIndexOfBuy[ i ] =
> Open[j];
> j = BarCount-1;
> printf("g: %f \n",7);
> printf("i: %f \n",i);
> printf("j: %f \n",j);
> printf("bp: %f \n",BuyPrice[
> i ]);
> printf("sp: %f \n",SellPrice[
> j ]);
> printf("spib: %f
> \n",SellPriceAtIndexOfBuy[ i ]);
> }
>
> }
>
> }
>
> }
>
>
> }
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