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Hello,
But you can access buy/sell/short/cover without any problems !
There were several examples of such codes published on this list
so I do not know were you are blocked on.
There is also example in the User's Guide.
I am copying it here for you to follow (it uses simple for loop and references buy and price at last buy).
/* a sample low-level implementation of Profit-target stop in AFL: */
Buy = Cross( MACD(), Signal() );
priceatbuy=0;
for( i = 0; i < BarCount; i++ )
{
if( priceatbuy == 0 && Buy[ i ] )
priceatbuy = BuyPrice[ i ];
if( priceatbuy > 0 && SellPrice[ i ] > 1.1 * priceatbuy )
{
Sell[ i ] = 1;
SellPrice[ i ] = 1.1 * priceatbuy;
priceatbuy = 0;
}
else
Sell[ i ] = 0;
}
Anyway the support address is SUPPORT[AT]amibroker.com
and this is the place to ask question if you have problems.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Beachie" <beachie41@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, September 16, 2004 2:09 PM
Subject: Re: [trading] RE: [amibroker] Re: ValueWhen(Ref()) question
> 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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>>
>>
>>
>> [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
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>
>
>
>
> 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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