PureBytes Links
Trading Reference Links
|
Hi Thomas,
Yes, for BuyStop logic you will need to include a forward looking
Ref(x, 1) comparison in your BUY condition to see if the BuyStop would
have been triggered.
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "tchan95014" <tchan@xxxx> wrote:
> 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
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|