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Thanks Herman,
I was afraid that would be the answer. I must admit I'm very surprised that such a basic
function as referencing the buy/sell/short/cover array of the signal is not a standard
function. Backtesting a Stop & Reverse system is impossible without resorting to
workarounds. eg entering a trade when the low/high of the original signal is taken out.
cheers
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, September 16, 2004 9:47 PM
Subject: [trading] RE: [amibroker] Re: ValueWhen(Ref()) question
> Not quite sure what you are doing ... buy I think you may have to use a
> loop...if you haven't tried loops it is worthwhile to read up on them, they
> give you access to the numerical values of each bar.
>
> best regards,
> herman
>
>
>
>
> -----Original Message-----
> From: Beachie [mailto:beachie41@xxxxxxxxxxx]
> Sent: Thursday, September 16, 2004 6:23 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: ValueWhen(Ref()) question
>
>
> OK, I've tried my best, but I now presume that it cannot be done in
> Amibroker i.e
> correctly reference the last trade in a backtest ( without resorting to
> some sort of
> workaround). I've searched the archives, and despite trying to use
> relevant search
> criteria I cannot find a solution.
>
> Just to clarify, in case I've not made myself clear, I wish to SAR a trade
> if the original
> entry criteria is voided. eg a close under the low of a Buy entry bar. To
> do this ( under
> a backtest) I need to be able to reference the H,L,C,O for that particular
> signal.
> As previously posted, using something like "Sell = C <
> LastValue(ValueWhen(Buy, Low));"
> only references the very last signal in a backtest, instead of stepping
> through each
> signal as it is generated.
> Anyone???
>
> ----- Original Message -----
> From: "Beachie" <beachie41@xxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
>
>
> >
> > Not out of the woods yet...
> > The following code works, but only on the very last Buy signal when
> running a backtest.
> > How is it possible to have it check each & every Buy signal in a
> backtest?
> >
> > Sell = C < LastValue(ValueWhen(Buy, Low));
> >
> > ----- Original Message -----
> > From: "Beachie" <beachie41@xxxxxxxxxxx>
> > To: amibroker@xxxxxxxxxxxxxxx
> >
> >> Thanks Herman!
> >>
> >> ----- Original Message -----
> >> From: "Herman van den Bergen" <psytek@xxxxxxxx>
> >>
> >>
> >>>
> >>> LastValue(valuewhen(Buy,Close));
> >>>
> >>> herman
> >>> -----Original Message-----
> >>> From: Beachie [mailto:beachie41@xxxxxxxxxxx]
> >>> >
> >>> Thanks Anthony....not what I was wanting to hear though :(
> >>> Do you (or anyone for that matter) have any ideas how I can retrieve
> the
> >>> value of the
> >>> Close of the last Buy that was traded on?
> >>>
> >>>
> >>> ----- Original Message -----
> >>> From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
> >>>>
> >>>
> >>> >I read it as this.....
> >>> >
> >>> > Give me the value of the close when the Buy was the day before....
> >>> > ----- Original Message -----
> >>> > From: "Beachie" <beachie41@xxxxxxxxxxx>
> >>> >
> >>> >
> >>> >> Just some clarification please for the following:
> >>> >> ValueWhen(Ref(Buy,-1),C)
> >>> >> Does this return the Close value of the last time a Buy was
> actually
> >>> >> executed, or does it
> >>> >> return just the last Buy signal, regardless whether there was
> still a
> >>> >> trade open before
> >>> >> that? In other words I wish to only reference the last Buy signal
> that
> >>> >> actually caused me
> >>> >> to enter a trade, despite subsequent Buy signal positives.
>
>
>
> 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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>
>
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>
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