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Well, for one thing, AFAIK, you cannot have :
profit = ApplyStop(stopTypeProfit, stopModePoint,Optimize( "max.
profit stop level",
> > 0.002, 0.001, 0.015, 0.0005 ), 1,True );
>From the user manual:
Applystop is a function that returns nothing. It controls built in
stops at the formula level.
--- In amibroker@xxxxxxxxxxxxxxx, "Beachie" <beachie41@xxxx> wrote:
> No one?
>
> ----- Original Message -----
> From: "Beachie" <beachie41@xxxx>
> 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@xxxx>
> >
> >>
> >> 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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