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[amibroker] Re: Bars since Buy signal - how to code in AFL ?



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Hi Ed. I very much appreciated your adding the chart and explore
features. Being able to see what is happening will help a great deal
and I'll be using your suggestion from now on.
 
Thanks Ed.
vb


--- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx> wrote:
> hi VB,
> 
> here I put the code how to do this. Note that I shift the buy signal
1 day forward. Because you can only buy the next day at the open. Also
I added chart and explore features that can help when writing code
like this. So you can see what happens.
> 
> rgds, Ed
> 
> 
> Buy = LLV(L,6) == L AND C > Ref(C,-1);
> Buy = Ref(Buy,-1);
> BuyPrice = O;
> 
> Sell = BarsSince(Buy) == 7;
> SellPrice = C;
> 
> Buy = Exrem(Buy,Sell);
> Sell = Exrem(Sell,Buy);
> 
> GraphXSpace = 5;
> Plot(C,"C",1,64);
> PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition
= BuyPrice, offset = 0 );
> PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer = 0,
yposition = SellPrice, offset = 0 );
> 
> Filter = 1;
> AddColumn(Buy,"Buy");
> AddColumn(Sell,"Sell");
>   ----- Original Message ----- 
>   From: vb_MCSE 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Sunday, October 31, 2004 4:45 PM
>   Subject: [amibroker] Bars since Buy signal - how to code in AFL ?
> 
> 
> 
>   Hi:
>   Caught this Trend Change system from an old Tradestation video
from Omega.
> 
>   Hi:
>   Caught the following on an old Tradestation video from Omega:
> 
>   Buy signal when:
>   Today's Low is lower than the lowest Low of past 6 days
>   AND
>   Today's Close is Greater Than Yesterday's Close.
> 
>   Sell signal when:
>   If Bars Since Entry = 7 then Sell on Close.
> 
>   How would one code the Sell signal ? It's got me (AFL newbie)
>   scraching my head. As an aside, I think this Sell signal could be
>   useful when combined with other entry systems (crossover etc). I'm
>   interested in playing around with different values for Bars Since
Entry. 
> 
>   Here's what I've coded with AFL so far:
> 
>   b=0; 
>   donothing=0;
>   IIf (Low < LLV(Low, 6) AND Close > Ref(Close, -1), b=1,donothing);
>   Buy = b==1;
>   Sell = BarsSince (b==1) > 6; 
> 
>   Get Buy signals (even though there are too many - it's at least it's a
>   start), but cannot get any Sell signals. 
> 
>   Thanks in advance for any hints and or suggestions.
>   vb
> 
> 
> 
> 
> 
> 
>   Check AmiBroker web page at:
>   http://www.amibroker.com/
> 
>   Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> 
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