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You will only get a buy price within the daily price bar. It is
impossible to buy at a price higher than the high of the entry bar.
On Thu, 14 Oct 2004 11:02:45 +1000, Beachie <beachie41@xxxxxxxxxxx> wrote:
>
> Thanks again for your time, but still code returns the high of the entry bar as the
> buyprice, not the value of the cross + spread as buyprice. My heads spinning... :)
>
> // TF = 5 min bars
> Stok= StochD(13,3,3);
> Stoka = StochD(7,3,3);
> Time = TimeNum() >= 100000 AND TimeNum() <= 120000; //Set a time window for a buy
> timeprice = ValueWhen(TimeNum()==100000,O) + 0.0020; //Add 20 pip filter to the open @
> 10:00
> Buy2 = Cross(H,timeprice); // High crosses the filter=== true
> BuyPrice = ValueWhen( Buy2, H) + 0.0004; // Should return the value of when high crossed
> the filter + add 4 pip spread.
> Buy = buy2 AND (Stoka > Stok) AND Time ;
> Sell = 0;
>
> cheers
>
>
> ----- Original Message -----
> From: "kaveman perth" <kavemanperth@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, October 14, 2004 10:37 AM
> Subject: Re: [trading] Re: [amibroker] .....and more ???
>
> >
> > This may help a bit, What is variable Time? Needs to be a yes/no
> > condition for how it is used
> >
> > timeprice = ValueWhen(cross(TimeNum(),95959),O) + 0.0020;// open at
> > first price of day
> >
> > // HighT = H ;//not required
> >
> > Buy2 = Cross(H,timeprice); // High crosses value of variable "timeprice"
> > BuyPrice = ValueWhen( Buy2, H); // This returns value of cross??? Yes
> > Buy = buy2 AND (Stoka > Stok) AND Time ; //Buy conditions Assuming you
> > have defined Stoka and Stok, and Time as 0 or 1 binary condition
> >
> > //Buy = Buy1 ; //buy conditions met - not required
> > //BuyPrice = ValueWhen(Buy2,Buy2a) + 0.0004; // This should return
> > value when cross - not required, change Buy2a above
> >
> >
> > On Thu, 14 Oct 2004 10:22:39 +1000, Beachie <beachie41@xxxxxxxxxxx> wrote:
> >>
> >> OK, I've tried several things but I still can't get the value of when condition was
> >> true.
> >> Now code just returns the H vaslue of the entry bar.
> >>
> >> timeprice = ValueWhen(TimeNum()==100000,O) + 0.0020;
> >> HighT = H ;
> >> Buy2 = Cross(HighT,timeprice); // High crosses value of variable "timeprice"
> >> Buy2a = ValueWhen( Cross(HighT,timeprice), H); // This returns value of cross???
> >> Buy1 = buy2 AND (Stoka > Stok) AND Time ; //Buy conditions
> >> Buy = Buy1 ; //buy conditions met
> >> BuyPrice = ValueWhen(Buy2,Buy2a) + 0.0004; // This should return value when cross
> >> occurs???
> >>
> >> thanks again
> >> ----- Original Message -----
> >> From: "kaveman perth" <kavemanperth@xxxxxxxxx>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Thursday, October 14, 2004 9:29 AM
> >> Subject: [trading] Re: [amibroker] .....and more ???
> >>
> >> >
> >> > What is the price when the condition is true? Just use that in buyprice =
> >> >
> >> >
> >> > On Thu, 14 Oct 2004 09:24:54 +1000, Beachie <beachie41@xxxxxxxxxxx> wrote:
> >> >>
> >> >> OK, thanks for that. As you can guess programming is not my forte. Next question is
> >> >> how
> >> >> do
> >> >> I extract the value for when buy1 == true?
> >> >> I thought this would work but it still returns the low
> >> >>
> >> >> Buy1 = Time AND H > ValueWhen(TimeNum()==100000,O) + 0.0020 AND Stoka > Stok;
> >> >> Buy = Buy1 ; <-- I thought this then triggered a buy as condition was met & Buy ==
> >> >> price
> >> >> BuyPrice = Buy + 0.0004;
> >> >>
> >> >> I thought of using "ValueWhen" i.e. ValueWhen(buy1,????) but it will only allow me
> >> >> to
> >> >> use
> >> >> another array ie. H,L,O, C etc, whereas I need the actual price when condition was
> >> >> true.
> >> >> Sorry if it's a very simple answer, but I can't get my head around it...
> >> >> thanks
> >> >>
> >> >> ----- Original Message -----
> >> >> From: "kaveman perth" <kavemanperth@xxxxxxxxx>
> >> >>
> >> >> >
> >> >> > Buy1 is assigned a 0 or 1 according to whether all the conditions are
> >> >> > true or not
> >> >> > You have not assigned a buyprice in your statement only when buy if
> >> >> > 0/1 + 0.004, so AB then looks for the nearest price within the bar, be
> >> >> > it H or L
> >> >> >
> >> >> >
> >> >> > On Thu, 14 Oct 2004 08:22:31 +1000, Beachie <beachie41@xxxxxxxxxxx> wrote:
> >> >> >>
> >> >> >> on going from previous post, why is my Buyprice assigned the *low* of the bar
> >> >> >> even
> >> >> >> though
> >> >> >> I specify what the value should be??? I checked back throught the archives, and
> >> >> >> this
> >> >> >> all
> >> >> >> seems kosher code.......
> >> >> >>
> >> >> >> Buy1 = Time AND H > ValueWhen(TimeNum()==100000,O) + 0.0020 AND Stoka > Stok; //
> >> >> >> so
> >> >> >> here
> >> >> >> "buy1" variable is assigned price - which is definitely not the low for 99.9% of
> >> >> >> instances
> >> >> >> Buy = Buy1 ;
> >> >> >> BuyPrice = ValueWhen(Buy,Buy1) + 0.0004; //Price is always the low of the bar,
> >> >> >> not
> >> >> >> the
> >> >> >> value that caused the Buy condition to be true + spread of 0.0004
> >> >> >>
> >> >> >>
> >> >> >> 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
> >> >> >>
> >> >> >>
> >> >> >>
> >> >> >>
> >> >> >>
> >> >> >
> >> >> >
> >> >> > --
> >> >> > Cheers
> >> >> > Graham
> >> >> > http://e-wire.net.au/~eb_kavan/
> >> >> >
> >> >> >
> >> >> >
> >> >> > 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
> >> >> Yahoo! Groups Links
> >> >>
> >> >>
> >> >>
> >> >>
> >> >>
> >> >
> >> >
> >> > --
> >> > Cheers
> >> > Graham
> >> > http://e-wire.net.au/~eb_kavan/
> >> >
> >> >
> >> >
> >> > 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
> >> Yahoo! Groups Links
> >>
> >>
> >>
> >>
> >>
> >
> >
> > --
> > Cheers
> > Graham
> > http://e-wire.net.au/~eb_kavan/
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
> >
>
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>
> --------------------------------------------------------------------~->
>
> 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
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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