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I realize that, but that is not what is happening here.
Eg $AUD 12/10/04 Open price @ 10am == .7271 Therefore my code (I adjusted the filter to
0.0005) is :
timeprice = ValueWhen(TimeNum()==100000,O) + 0.0005
Therefore Buyprice should be .7271 + 0.0005 = .7276 which == Buy2 = Cross(H,timeprice);
But trade entry was shown as high of 10:25 bar @ .7278 whereas it should be .7276
cheers
----- Original Message -----
From: "kaveman perth" <kavemanperth@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 14, 2004 11:44 AM
Subject: Re: [trading] Re: [amibroker] .....and more ???
>
> 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>>
>>
>> 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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