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Dimitris,
Oops, no the ValueWhen(Buy,X,1); is what I meant. Where X is my indicator.
Iım looking for the value of X on the most recent Buy = true condition.
Terry
--
> 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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--
Terry
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