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Chuck,
Seems like you just need to keep track of whether you have an open Buy
signal and, if so, do not update the exit level in the sell_proc. This must
be done inside a loop. I have some code if youčd like to see it. Since
youčre in town, you could just come over.
Observation on quick review, the //initialise arrays sets everything to 0
except the BuyPrice. Seems like a hard way to 0 the arrays as if something
else was intended.
Terry
--
> 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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>
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--
Terry
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