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Terry,
Yes, AFL lines are executed one by one.
[Imagine the horrible mess if it was not the case !!]
On the other side, if you write an undefined "Short", the formula
will stop and ask to define this unknown "Short".
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> Dimitris,
>
> Thanks for having a look. Yes, I am trying to discover the
conditions (such
> as the value of the RSI) when the trade was opened. This then
determines how
> the exit is treated. I think thatıs the problem...arrays are
calculated in
> their entirety as each line of code is processed, hence I cannot
seeı the
> values of a previous buy or short condition since they have not
happenedı
> yet. Is this your understanding? If yes, I will have to use looping
code and
> then create a method to replace ValueWhen().
>
> Thanks. 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]
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> >
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>
> --
> Terry
>
>
>
> [Non-text portions of this message have been removed]
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