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Ed,
Thanks so much for taking the time to work on this for me. I've been
working with it for several hours and I still have one problem that I can't
solve.
Refreshing your memory as to what this system does:
a. It buys at the open tomorrow if the close today is below some bollinger
band level.
b. It sells at the first profitable close.
The problem arises when there is a fresh "buy" signal prior to getting a
sell. It nicely ignores the buy signal, since it is already long, but it
establishes a new entry price based on the "buy" signal that is ignoring.
I'm stumped.
Any ideas?
Thanks
-----Original Message-----
From: ed nl [mailto:ed2000nl@xxxxxxx]
Sent: Friday, September 03, 2004 3:43 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Help with entry price?
here is the version that uses loopings instead of ApplyStop,
rgds, Ed
procedure sell_proc(Buy,BuyPrice,open,high,low,close) {
global Sell;
global SellPrice;
global BuyAdjusted;
global exitLevel;
// initialise arrays
SellPrice = BuyPrice; SellPrice = 0;
Sell = SellPrice; exitLevel = Sell;
BuyAdjusted = Sell;
exitLevel[ 0 ] = buyPrice[ 0 ];
for (i = 1; i < BarCount; i++) {
exitLevel[ i ] = exitLevel[ i - 1 ];
//
if (Buy[ i ] == 1) {
BuyAdjusted[ i ] = 1;
exitLevel[ i ] = BuyPrice[ i ];
// find a sell position + sellprice
for (j = i; j < BarCount; j++) {
exitLevel[ j ] = exitLevel[ i ];
// test if profit stop is hit
if (Close[ j ] > exitLevel[ i ]) {
Sell[ j ] = 1;
SellPrice[ j ] = Close[ j ];
// enter i-loop past the last sell
i = j;
// escape from j-loop
j = BarCount;
}
}
}
}
} // end procedure
SetBarsRequired(10000,10000);
Buy = C < BBandBot(C, 10, 2);
BuyPrice = Open;
sell_proc(Ref(Buy,-1),BuyPrice,open,high,low,close);
Buy = BuyAdjusted;
SellPrice = Close;
Plot(C,"C",1,64);
Plot(exitLevel,"",colorWhite,1);
Plot(BBandBot(C, 10, 2),"",colorLightBlue,1);
PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition =
BuyPrice, offset = 0 );
PlotShapes(IIF(Sell,shapeDownArrow,0),colorYellow, layer = 0, yposition =
SellPrice, offset = 0 );
----- Original Message -----
From: ed nl
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 03, 2004 8:31 PM
Subject: Re: [amibroker] Help with entry price?
ofcourse ..... thanks TJ,
this is how it's done ....
; ----------------------------------
SetTradeDelays(1,0,1,0);
SetBarsRequired(10000,10000);
Buy = C < BBandBot(C, 10, 2);
BuyPrice = Open;
Sell = 0;
ApplyStop(stopTypeProfit,stopModePoint,0.001,ExitAtStop = 0,False,1 );
Equity(1);
SellPrice = Close;
Plot(C,"C",1,64);
Plot(BBandBot(C, 10, 2),"",colorLightBlue,1);
PlotShapes(IIf(Ref(Buy,-1),shapeUpArrow,0),colorWhite, layer = 0,
yposition = BuyPrice, offset = 0 );
PlotShapes(IIF(Sell,shapeDownArrow,0),colorYellow, layer = 0, yposition
= SellPrice, offset = 0 );
Title=Name()+ ", O: "+WriteVal(O)+ ", H: "+WriteVal(H)+ ", L:
"+WriteVal(L)+ ", C: "+WriteVal(C);
; ------------------------------------
----- Original Message -----
From: Tomasz Janeczko
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 03, 2004 8:14 PM
Subject: Re: [amibroker] Help with entry price?
Hello,
> I want to exit the position whenever the close is above my entry
> price, including the close on the day of entry.
This can be successfully achieved using ApplyStop (profit target stop)
with mode set to point and profit set to small value (0.001)
Best regards,
Tomasz Janeczko
amibroker.com
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