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This code has some problems. It gives AroonUp=100 for every bar.
Try the
ALen = 14;
AroonUp = 100 * (ALen - (HHVBars(H, ALen + 1))) / Alen;
AroonDn = 100 * (ALen - (LLVBars(L, ALen + 1))) / ALen;
Condition=(AroonUp>AroonDn) AND Ref(AroonUp,-1)<Ref(AroonDn,-1) AND
Ref(AroonDn,-1)>68 AND C>MA(C,50) AND AroonUp=100;
Plot(aroonup," ",1,8);
to see.
You need an
...AND AroonUp==100;
in order to ask "AroonUp is equal to 100".
Dimitris
PS: Of course, if you really want AroonUp==100, then you dont need
the AroonUp>AroonDn...
--- In amibroker@xxxxxxxxxxxxxxx, nikku <nikku@xxxx> wrote:
>
> Hello
>
> Well, here we go - I am going to take Yuki and Tomasz and a few
others
> up on their offer to post here with my questions, newbie though
they may
> be. I will continue to ask until someone tells me that I need to
stop
> because I'm driving them crazy :)
>
> I know most of my questions will be ridiculously if not
irritatingly
> simple for most of you.
>
> Below is an AA attempt using Aroon. The idea is to buy when the
> *condition* parameters are true. I am trying to limit position
size, but
> it isn't working. Is there something wrong with the position size
filter
> I am attempting? When I ask for this Analysis on a basket of
stocks, I
> get filled for the entire capital amount on the first signal,
instead of
> getting a smaller fill based on this stop, leaving capital free to
take
> subsequent entry signals. Also, I occasionally get filled for i.e.
3
> shares of a $12 stock when the entire capital amount seems to be
available.
>
> Any help is appreciated. I have learned that you have to be a lot
more
> meticulous using AFL than Metastock Formula Language - perhaps I
have
> made some silly error.
>
> Please pay special attention to this line of the following code;
note
> the negative sign in front of the two.
>
> *TrailStopAmount = -2 * ATR( 20 );
>
>
______________________________________________________________________
_____________________________
> *
>
> ALen = 14;
> AroonUp = 100 * (ALen - (HHVBars(H, ALen + 1))) / Alen;
> AroonDn = 100 * (ALen - (LLVBars(L, ALen + 1))) / ALen;
> Condition=(AroonUp>AroonDn) AND
> Ref(AroonUp,-1)<Ref(AroonDn,-1) AND
> Ref(AroonDn,-1)>68 AND
> C>MA(C,50) AND
> AroonUp=100;
>
> Buy= Condition;
> Sell=0;//
>
> TrailStopAmount = -2 * ATR( 20 );
> Capital = 100000;
>
> Risk = 0.01*Capital;
> PositionSize = (Risk/TrailStopAmount)*BuyPrice;
> ApplyStop( 2, 2, TrailStopAmount, 0);
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