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

[<dennisconn@xxxxxxxxxxxxxxxx>]

Hi vb and Ed,

Here's one consideration regarding the buy signal coding; the LLV function includes todays low, so if you're checking for today's low to be lower than the  lowest low of the 6 days PRECEDING today, I think the coding should be written as LLV (L, 7), rather than LLV (L, 6).

Is that what the TradeStation code is looking for?

DC
  ----- Original Message ----- 
  From: ed nl 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Sunday, October 31, 2004 12:02 PM
  Subject: Re: [amibroker] Bars since Buy signal - how to code in AFL ?


  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






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