Re: [amibroker] How do you know what your last trade was

[Terry <MagicTH@xxxxxxxxxxx>]

micmus2002,

Hereıs what I use. All my code above /* The Trading Signals */ is to decide
what my conditions for Buy/Sell are and are in a LOOP. In this loop I
determine if Iım on a buy or a sell. Then I execute the regular BUY/SELL
commands after Iıve figured out whatıs going on day by day in the loop. Here
I have used my loop variables to tell me if Iım on a Buy or a Sell. This
particular code is always in the market so Short = Sell and Cover = Buy. You
may have to extend it if you have separate signals. Watch out for line
wraps.

PS: You need a loop because arrays are calculated as they are encountered,
thus you canıt read the Buy array before itıs been computed. Loops let you
do that.

for loop goes here()
{
    Your rules for trading go here
 
    /*   The Trading Signals   */
 
    if (Cond1[I] OR Cond2[I]) newBuy[i] = True;
    if (Cond3[I] OR Cond4[I]) newSell[i] = True;
    if (newBuy[i] OR (onBuy[i-1] AND NOT newSell[i])) //IF both are True,
Long signal wins!
    {
         onBuy[i] = True; //Daily Buy State
         newSell[i] = False; //In case of both being true due to rule
sequencing (Can't happen! But will leave as insurance.)
    }
    onSell[i] = NOT onBuy[i]; //If it's not onBuy then it's onSell
 
    //Record bar of new Entry whether it is Buy or Sell isn't important
    if (newBuy[i] OR newSell[i])
      entry[i] = i;
    else
      entry[i] = entry[i-1]; //continue yesterday's value if no new signals
}
 
/* End of looping Rules tests and Buy/Sell signals. Now just execute the
results */

Buy = newBuy;
gainbuy = IIf(OnBuy,(C - ValueWhen(Buy,BuyPrice,1)) /
ValueWhen(Buy,BuyPrice,1),0);
BuyStopValue = IIf(newSell,1,IIf(gainbuy <= -7,2,IIf(BarsSince(Buy) >
4,5,0)));
Sell = BuyStopValue;
Short = newSell; //A_LiU > 0; //Avoids shorting all D rules...goes to Cash
gainsell = IIf(OnSell,(C - ValueWhen(Short,ShortPrice,1)) /
ValueWhen(Short,ShortPrice,1),0);
SellStopValue = IIf(newBuy,1,IIf(gainsell <= -4,2,IIf(BarsSince(Short) >
3,5,0)));
Cover = SellStopValue; //Buy;

-- 
Terry


From: "micmus2002" <micmus2002@xxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Tue, 05 Oct 2004 02:34:10 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] How do you know what your last trade was


I want to write stop logic, but since its based on a logical test I
cannot seem to use the applystop function.

Therefore  it seems I will need to have another Cover /Sell statement
which will only be triggered if I already have an opposite position.
i.e. Cover if am already Short and my stop condition is true, and
Sell if I am already long and that stop position is true.

This means I need to know what my current position is, and my
question is how do I do this. I know Wealthlab has a Position Array
but I can't find anything similar in AB.

I am sure there must be a way to do this. Would be grateful if
someone could provide the code.

Thanks



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