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Thomas, I think BuyPrice is just a definition of the price you buy at when
given a signal price. If you want to include tomorrows price in the buy
condition then make the price part of the buy signal
eg Buy = Cond and PriceCond;
then set your delay to 0.
Cheers,
Graham
http://groups.msn.com/asxsharetrading
http://groups.msn.com/fmsaustralia
-----Original Message-----
From: tchan95014 [mailto:tchan@xxxxxxxxxx]
Sent: Sunday, 11 January 2004 9:49 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] How to implement BUY/SELL stop order
Hello,
I tried the following to implement a BUY stop, I want to buy only if
tomorrow's price rises above a predefined price. For example, today's
HIGH + 0.1. The trade delay is 1.
Buy = upTrend AND bLCondx;
BuyPrice = IIf(H >= bLStopP, IIf(Open >= bLStopP, Open, bLStopP),
999999);
Since there are days even though the BUY = 1 but the next day's price
does NOT go up to satisfy this H >= bLStopP condition, in this case I
want to skip it. In my test I found that AB ALWAYS execute a trade if
buy = 1, even though the BuyPrice is NOT satisfied, AB would buy using
the HIGH of the entry day.
In my opinion, BuyPrice is also a condition to be satisfied, as long
as an user specify a price to be filled, it becomes a condtion. But AB
sees it differently.
What is the best way to do this? Do I have to look into the future to
decide my BUY condition? I do NOT want to use SetTradeDelays(0, 0, 0,
0) since it makes my other conditions very complicated.
Thanks for any help...
Thomas
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