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Buy = Cross( MACD(), Signal());
Short=Cross(Signal(),MACD());
BarsSinceentry =0;
poslong=0;
posshort=0;
for( i = 0; i < BarCount; i++ )
{
if( Buy[i])
{
poslong=1;posshort=0;
}
if(Short[i])
{
poslong=0;posshort=1;
}
//if(poslong==1)
{
if(Buy[i])
BarsSinceentry[i]=0;//BarsSinceentry[i-1]+1;
else
{
if(poslong==1)
BarsSinceentry[i]=BarsSinceentry[i-1]+1;
else
{
//if(posshort==1)
{
if(Short[i])
BarsSinceentry[i]=0;//BarsSinceentry[i-1]+1;
else
{
if(posshort==1)
BarsSinceentry[i]=BarsSinceentry[i-1]+1;
}
}
}
}
}
}
Days=BarsSinceentry;
Plot(C,"",colorBlack,styleCandle);
PlotShapes(Buy*shapeUpArrow,colorGreen);
PlotShapes(Short*shapeDownArrow,colorRed);
Title=Name()+ " BarsSinceEntry [ "+WriteVal(Days,1)+ "]";
----- Original Message -----
From: Owen Davies
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, October 31, 2004 8:31 PM
Subject: Re: [amibroker] Bars since Buy signal - how to code in AFL ?
Paul Chivers wrote:
>Here's a shorter version without the loops.
>
>
>Buy = Cross( MACD(), Signal());
>Sell=Cross(Signal(),MACD());
>
>Long = Flip(Buy,Sell);
>
>Days = IIf(Long,BarsSince(Cross(Long,0.5)),0);
>
Hmmm. Can I do this?
Buy=BuyCondition;
Sell=SellCondtion;
Short=ShortCondition;
Cover=CoverCondition;
Long=Flip(Buy,Sell);
Shrt=Flip(Short,Cover);
Darn! That presupposes that I already have the Sell and Cover
conditions. I can't see how to use this for an exit condition like this:
Sell=Days > N AND ExitCondition;
Am I missing something?
I am deeply grateful for your help.
Owen
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