|
PureBytes Links
Trading Reference Links
|
Fred,
My understanding of the Buy and Sell array is that a reference will
get the value for the current bar. i.e. whether your buy (or sell
signal) is true for that bar.
The actual trade you are currently in which would have been based on
Buy/Sell signals in a previous bar is not directly calculable from
here.
The Equity function has its own built in method to calculate what the
current position would be based on Buy Sell, but i don't know how you
could use that to get your current open position.
Perhaps i am missing something.
MM
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
>
> ... or ... you can simply check the buy, sell, short, cover
arrays ...
>
> One can restate these as often as one wants, the last one of each
> counts. This for example is one way to do equity feedback.
>
> --- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> > 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@xxxx>
> > 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
> >
> >
> >
> > [Non-text portions of this message have been removed]
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|