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----- Original Message -----
From: "Beachie" <beachie41@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, November 06, 2004 11:45 PM
Subject: [trading] Re: [amibroker] Loop help please!
>
> OK, even my jellied brain saw the logic flaw in the previous pseudo code re:
> Valuewhen(Buy
> etc etc). Have corrected.
>
>
>
> trig= Ref(H,-2) > Ref(H,-3) AND Ref(H,-3) > Ref(H,-4) ;//AND Ref(L,-2) >= Ref(L,-3) AND
> Ref(L,-3) >= Ref(L,-4)
>
> sl = Optimize("sl", 0.006, 0.001, 0.015, 0.0005);
>
> profit = ApplyStop(stopTypeProfit, stopModePoint,Optimize( "max. profit stop level",
> 0.002, 0.001, 0.015, 0.0005 ), 1,True );
>
> profit = 0;
>
> BuyPrice= 0;
>
> Sellstop = 0;
>
> Buy = trig;
>
> for( i = 0; i < BarCount; i++ )
>
> {
>
> if( BuyPrice == 0 && Buy[ i ] == 1 ) // A buy is signalled
>
> BuyPrice = Open[i+1] ; // read *next* value of array after buy signal to get the "Buy on
> open, delay 1 " value
>
> Low_of_entrybar = Low[i+1] - sl; //entry bar low value minus the 0.00x filter
>
> Sellstop = Cross(Low-Of_entrybar,C); //sell if close less then Low_of_entrybar value
>
>
> if(Sellstop == 1 OR profit == 1) // test to see if either a sellstop or profit stop
> value
> true
>
> {
>
> Sell [i] =1;
>
> SellPrice[i] = IIf(Sellstop,ValueWhen(Cross(Low-Of_entrybar,L), profit); //choose which
> value to assign to Sellprice
>
> Sellstop = 0; //reset values to 0
>
> BuyPrice = 0;
>
> }
>
> else
>
> Sell[i] = 0;
>
>
>
> ----- Original Message -----
> From: "Beachie" <beachie41@xxxxxxxxxxx>
>
>>
>> OK,
>>
>> have kept at it, but just can't get my head around it. Below is the pseudo code as my
>> logic sees it. Obviously it doesn't work. Help appreciated.
>>
>> trig= Ref(H,-2) > Ref(H,-3) AND Ref(H,-3) > Ref(H,-4) ;//AND Ref(L,-2) >= Ref(L,-3) AND
>> Ref(L,-3) >= Ref(L,-4)
>>
>> sl = Optimize("sl", 0.006, 0.001, 0.015, 0.0005);
>>
>> profit = ApplyStop(stopTypeProfit, stopModePoint,Optimize( "max. profit stop level",
>> 0.002, 0.001, 0.015, 0.0005 ), 1,True );
>>
>> profit = 0;
>>
>> BuyPrice= 0;
>>
>> Sellstop = 0;
>>
>> Buy = trig;
>>
>> for( i = 0; i < BarCount; i++ )
>>
>> {
>>
>> if( BuyPrice == 0 && Buy[ i ] == 1 ) // A buy is signalled
>>
>> BuyPrice = ValueWhen(Buy[i+1],O); // read *next* value of array after buy signal to get
>> the "Buy on open, delay 1 " value
>>
>> Low_of_entrybar = ValueWhen(Buy [i+1], L) - sl; //entry bar low value minus the 0.00x
>> filter
>>
>> Sellstop = Cross(Low-Of_entrybar,C); //sell if close less then Low_of_entrybar value
>>
>>
>> if(Sellstop == 1 OR profit == 1) // test to see if either a seelstop or profit stop
>> value true
>>
>> {
>>
>> Sell [i] =1;
>>
>> SellPrice[i] = IIf(Sellstop,ValueWhen(Cross(Low-Of_entrybar,L), profit); //choose which
>> value to assign to Sellprice
>>
>> Sellstop = 0; //reset values to 0
>>
>> BuyPrice = 0;
>>
>> }
>>
>> else
>>
>> Sell[i] = 0;
>>
>> }
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