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<FONT face=Arial color=#0000ff
size=2>Graham,
<FONT face=Arial color=#0000ff
size=2>
your
input as always is appreiated.
<FONT face=Arial color=#0000ff
size=2>
What I
am very confused about is why when the program is on the bar which entry is made
at, why it uses the correct value for PMH to signal teh entry but then is unable
to use the correct value of PMH to find the entry price. Surely the value of PMH
should be the smae until the next bar. Thats the issue. How do I know when the
porgram will change a variable like this mid bar so to speak? Therein lies the
uncertainty factor.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Don
<FONT face=Tahoma
size=2>-----Original Message-----From: Graham
[mailto:gkavanagh@xxxxxxxxxxxxx]Sent: Tuesday, 6 July 2004 12:28
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
How is this possible?
<SPAN
>Collectable
<SPAN
>
<SPAN
>A suggestion is to always have a
buy/sell condition as an unique event. This means it happens on a single bar,
rather than many bars. This helps by immediately removing many unwanted
signals. This will save many headaches later on when you want to condition the
sell around the buy bar or price.
<SPAN
>
<SPAN
>Cond10 = Cross( H,
PMH);
<SPAN
>Buy = Cond10;
<SPAN
>
<SPAN
>The buy price should then be tied
to the day of purchase, per buy signal and tradedelays.
<SPAN
>
<SPAN
>BuyPrice = Valuewhen( Buy, Max(PMH
+ 0.01, O) ); //if you had trade delays set to 1 then use
ref(Buy,-1)
<SPAN
>
<SPAN
>The finding highest since the
lowest of the last 20 bars could be this (just an alternative way of doing
it)
<SPAN
>
<SPAN
>DaysMH = highestsincebars ( L =
ref( LLV( L, 20 ), -1 );
<SPAN
>
<SPAN
>To answer your original problem,
you have set the trade delays to 0, so when it looks for PMH this is defined
as the high before the buy signal, so on the day of the buy it will see only
the value of the day before for PMH. Hope this is not confusing
<SPAN
>L
<SPAN
>In your PMH and PML you use
valuewhen but you need to actually define a unique occurrence for this to be
useful, else it just looks at any old possible bar.
<SPAN
>
<SPAN
>PML = ValueWhen(
L==
LLV (L, Ref(n, -1)),
L, 1); //finds the value of low at lowest low datePMH =
ValueWhen( H==
HHV (H, Ref(DaysML,
-1)), H, 1); //finds the value of high at highest high
date
<SPAN
>Hope I have helped a bit, and not
confused the issue too much.
<SPAN
>
<SPAN
>
<SPAN
>Cheers,Graham<A
href="">http://e-wire.net.au/~eb_kavan/
<SPAN
>-----Original
Message-----From:
Collectable Images [mailto:telecard@xxxxxxxxxxxxxx] <SPAN
>Sent: Tuesday, July 06, 2004 9:48
AMTo:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: [amibroker] How is this
possible?
<FONT face="Times New Roman"
size=2>
<SPAN
>Now this will find the LOWEST LOW in the last 20 days
and the highest High since that date.All signals are generated on
chart correctly to show the buy and sel ldays based on this code. ie when
price breaks the highest high (PMH) entry is made so code is referenceing the
valuewhen function corectly.Now, when I look at the actual buy and
sell prices obtained it fails to reference the correct values for PMH
and looks like it is taking the value of the high from the day before the
entry.
<FONT face="Times New Roman"
size=2>
<FONT face="Times New Roman"
size=2>I feel I am about to scream with chasing
my self round in circles all week!!
<SPAN
><SPAN
>DaysML = Ref(LLVBars(L, 20), -1); //finds the number of
days since the lowest low within last 20 daysDaysMH = Ref(HHVBars(H,
DaysML), -1); //finds teh highest high since the lowest low
datePML = ValueWhen(LLVBars(L, Ref(n, -1)), L, 1); //finds the
value of low at lowest low datePMH = ValueWhen(HHVBars(H, Ref(DaysML,
-1)), H, 1); //finds the value of high at highest high dateCond10
= H > PMH; //Enter when High of highest day is
brokenBuy = Cond10;BuyPrice = Max(PMH + 0.01, O); //Buy
Price criteria Buys at 1 cent break of Highest price in last (daysML) number
of daysSell = Cross(Ref(LLV(L, 4), -1), L); //sells at break of lowest
low in last 4 daysSellPrice = C; //sells at close price of day of
breakBuy = ExRem(Buy, Sell);SetTradeDelays(0, 0, 0,
0);
<FONT face="Times New Roman"
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href="">http://www.amibroker.com/<FONT
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