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Terry,
Some questions:
a. In C = IIF(T == -1 AND ValueWhen(Buy,1) < 30 AND X > 50, 1,0); and
especially in ValueWhen(Buy,1) do you mean what is written ?
b. How do you use Short in the 3rd line of your A=... since Short is
defined many lines later ?
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> I need to know if the following is possible, which I think depends
on how
> arrays are processed in AFL. If arrays are processed in their
entirety (all
> bars) as found in each line of code, then the following scenario is
not
> possible. If they are processed bar by bar for all statements then
I think
> it is possible. Basically Iım trying to refer to prior bar(s)
Buy/Sell
> signals in my conditions which determine current Buy/Sell signals.
>
> X = some indicator such as RSI
> T = determine a market trend as 1 or 1 (up or down)
> A = IIF(T == 1 AND ValueWhen(Short,X,1) > 70 AND X < 50, 1, 0);
> B = other tests giving a Buy signal, but have no reference to Buy
or Short
> signals;
> C = IIF(T == -1 AND ValueWhen(Buy,1) < 30 AND X > 50, 1,0);
> D = other tests giving a Short signal, but have no reference to Buy
or Short
> signals;
>
> MyBuy = IIF(A or B,True,False);
> MyShort = IIF(C or D, True, False);
> BuyState = Flip(MyBuy,MyShort);
> SellState = Flip(MyShort,MyBuy);
>
> Buy = ref(SellState,-1) AND MyBuy; //Go long if we were Short and
conditions
> are met
> Sell = some condition;
> Short = ref(BuyState,-1) AND MyShort; //Go short if we were Long and
> conditions are met
> Cover = some condition;
>
> So, I want to test various exits based on conditions at entry, but
the code
> does not work. It runs, with no errors, but I get different
Buy/Short
> results on Graphs vs AA vs Explore (all 3 are different). Iım
thinking AFL
> processes each array in itıs entirety as encountered in the code,
thus the
> computation of BuyState and reference to conditions at BuyState are
not done
> right (or consistently).
>
> I hope this is clear. Any insight as to how this works or how I can
> reference Buy/Short signals in code that precedes the signal being
computed
> will be greatly appreciated!
>
>
> Additional info:
> I would attach actual code, but itıs over 300 lines so I thought
the above
> pseudo-code would be more comprehensible. I also have a screen shot
from
> actual code showing the different results which can be viewed here:
> http://www.dtg.addr.com/FutureRef.jpg The upper graph shows recent
dates
> with raw signals from AA (many Short signals, no Long signals). The
lower
> graph shows Buy/Short arrows, but there are none, even though AA
and Explore
> both find trades (there are arrows at other dates where AA has no
trades).
> The Explore table shown shows three identical trading conditions,
but only
> one of them actually triggers a Short. Variables in this window are
> different that the pseudo code above.
> --
> Terry
>
>
>
> [Non-text portions of this message have been removed]
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