|
PureBytes Links
Trading Reference Links
|
Hi, Phsst,
Thanks for both posts.
I guess looking into the future is the way to go for stop order in
backtest only, but apparently, I need other ways to remind me there
is a potential order tomorrow in real life operation. I need a
trigger to tell me to put in an order which might or might not be
executed tomorrow due to the stop requirement. I might need to use
explore for this.
The delay idea is good for a 'cond' without looking into the future
only because if we use something like ref(HIGH, 1) then since future
is not there yet, this 'cond' will never tell me to put in a
potential order tomorrow.
Thomas
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> Thomas,
>
> A few weeks ago, Tomasz demonstrated another way to accomplish trade
> delays. (The purpose of this method was to facilitate backtesting
and
> exploration with the same afl script).
>
> This is an example:
>
> SetTradeDelays(0,0,0,0); // Control my own delays later
>
> lastbar = BarIndex() == BarCount - 1;
> delay = IIf( lastbar, 0, 1 ); // one bar delay EXCEPT last bar
>
> Buy = cond;
> Buy = Ref( Buy, -delay ); // Shifts Buy array by delay
>
> I notice thru examples posted by others that a few people adapted
this
> method of handling trade delays (including myself). I like this
method
> because it keeps my mind wrapped around the concept of AB's array
> processing methodology.
>
> To clarify a post that I read earlier... be aware that BuyPrice and
> SellPrice are arrays just like O, H, L, C & V.
>
> I know that the above did not provide you with a direct answer to
your
> query, but you might want to think a bit about it, and note how the
> array elements can be shifted using this method.
>
> Good Luck,
>
> Phsst
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tchan95014" <tchan@xxxx> wrote:
> > 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
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > 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/
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/
|