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[amibroker] Re: Exit Study -- afl code attached



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Trading Reference Links

Perhaps you should make a suggestion direct to Tomasz to include an option
for this in the backtesting

Cheers,
Graham
http://groups.msn.com/asxsharetrading
http://groups.msn.com/fmsaustralia 

-----Original Message-----
From: tchan95014 [mailto:tchan@xxxxxxxxxx] 
Sent: Monday, 12 January 2004 10:28 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: How to implement BUY/SELL stop order


Hi, Graham,

Thanks. Unfortunately, by setting trade delay to 0 has its 
disadvantages:
1) I am a EOD user, I want to see the signal tonight and place order 
for tomorrow.
2) As I stated in my email, it would make some of my other conditions 
in the system very complicated.

I still think, if the buyprice set by the user is NOT within the H/L 
range for the day of execution, there should be NO trade.

Anyway, thanks again.


Thomas


--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> 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@x...]
> 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
> 
> 
> Send BUG REPORTS to bugs@xxxx
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