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G'day Terry,
Thanks for the invite, but I'm no longer in Denver. I just arrived back in
NZ and managed to get through LAX just before the two "alerts".
I ended up using the ApplyStop and I'm embarrassed that I didn't think of
doing it that way. I also saved Ed's final code so that I have bother
versions working exactly the same. I found Ed's code very educational and
appreciate both of you taking the time to help me out.
Sorry I didn't get a chance to catch up with you on this last visit to
Denver. I was only there five days and it took one full day on each end for
travel. I'm a mess!!
Later
-----Original Message-----
From: Terry [mailto:MagicTH@xxxxxxxxxxx]
Sent: Saturday, September 04, 2004 10:15 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Help with entry price? (for Ed)
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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--
Terry
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