[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Trailing buy-stop



PureBytes Links

Trading Reference Links




Herman,
 
The result seem realistic, but when you look at 
various tick settings there is no correlation...
Example:
 
If I get 100 bars with 50 tick setting, 
I would expect to get approximately 200 bars with 
25 tick setting and 35 bars with 144 tick setting.
 
The above expectations are not 
happening.
 
So I don't know what the answer is....
 
The plot obtained, may however be useful - whether 
the numbers are real or not - since only relative values are probably improtant 
...
 
Ara
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Herman van den 
  Bergen 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Sunday, August 08, 2004 2:12 
  PM
  Subject: RE: [amibroker] Tick bars
  
  Ara, the Help 
  says:SYNTAX BarsSince( ARRAY )RETURNSARRAYFUNCTION 
  Calculates the number of bars (time 
  periods) that have passed since ARRAY was true (or 
  1)Perhaps BarsSince() cannot be 
  used with ticks since Ticks are not timebased. It may be related to the fact 
  that there is no unique answer, as time is in seconds and there could be many 
  bars in one second. Don't ask me why but the code below "appears" to 
  work, please let me know if this turns out to be correct because i am 
  also working with ticks.
  SecMark = <FONT 
  face="Lucida Console" color=#0000ff size=2>TimeNum<FONT 
  face="Lucida Console" size=2>() != <FONT face="Lucida Console" 
  color=#0000ff size=2>Ref<FONT face="Lucida Console" 
  size=2>(<FONT face="Lucida Console" color=#0000ff 
  size=2>TimeNum(),-<FONT 
  face="Lucida Console" color=#ff00ff size=2>1<FONT face="Lucida Console" 
  size=2>);<FONT face="Lucida Console" color=#0000ff 
  size=2>Plot(<FONT 
  size=2>SecMArk,<FONT 
  face="Lucida Console" color=#ff00ff size=2>""<FONT 
  face="Lucida Console" size=2>,<FONT face="Lucida Console" color=#ff00ff 
  size=2>1,<FONT 
  face="Lucida Console" color=#ff00ff size=2>2<FONT face="Lucida Console" 
  size=2>);Num_Bars = <FONT face="Lucida Console" color=#0000ff 
  size=2>Sum(<FONT 
  face="Lucida Console" color=#0000ff size=2>BarsSince<FONT 
  face="Lucida Console" size=2>(SecMark<FONT 
  face="Lucida Console" size=2>),<FONT face="Lucida Console" 
  color=#ff00ff size=2>500<FONT face="Lucida Console" 
  size=2>);Title = <FONT face="Lucida Console" color=#ff00ff 
  size=2>""<FONT face="Lucida Console" 
size=2>+Num_Bars;
  <FONT face=Arial 
  color=#0000ff>Best regards,
  <FONT face=Arial 
  color=#0000ff>herman -----Original 
  Message-----From: Ara Kaloustian [<A 
  href="">mailto:ara1@xxxxxxxxxx]Sent: Sunday, 
  August 08, 2004 3:40 PMTo: AB-MainSubject: [amibroker] Tick 
  barsI am trying to compute the number of bars (in tick data base 
  mode) per 5 minute interval and 50 or 144 tick chart, usingNum_Bars = 
  BarsSince(TimeNum() > TimeNum() -500);The answer is always 
  zero.Anyone see the problem with code 
  ?AraCheck AmiBroker web page at:<A 
  href="" 
  target=_blank>http://www.amibroker.com/Check group FAQ at: <A 
  href="" 
  target=_blank>http://groups.yahoo.com/group/amibroker/files/groupfaq.htmlYahoo! 
  Groups SponsorADVERTISEMENTYahoo! Groups 
  LinksTo visit your group on the web, go to:<A 
  href="" 
  target=_blank>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 the Yahoo! Terms of Service. 
  Check AmiBroker web page at:<A 
  href="">http://www.amibroker.com/Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  


Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








Yahoo! Groups Sponsor


  ADVERTISEMENT 












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 the Yahoo! Terms of Service.