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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
>
>
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