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Thanks Tomasz,
I just assumed that the backtest engine would step through each Buy/Short & check the
LastValue(ValueWhen(Buy,Close) of the preceding Buy/Short to check if a condition was true
or not, in the same way it would check for Applystops etc.
i.e
Buy#1
Check if Stops hit
Check if Close less then the Buy#1 Low
True..do something Else next;
Buy#2
Check if Stops hit
Check if Close less then the Buy#2 Low
True..do something Else next;
Buy#3 etc etc
cheers
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, September 16, 2004 10:41 PM
Subject: Re: [trading] RE: [amibroker] Re: ValueWhen(Ref()) question
> 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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>> http://www.amibroker.com/
>>
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>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
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