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OK, I've posting one more time, in case *someone* out there can at least show me how to do
this using loops. Otherwise I'll use the rem.dll. that someone was kind enough to point
out to me off list.
Why is it so difficult to implement the simplest of trading rules i.e sell if a succeeding
close is below the low of the entry bar? Does everyone mainly use the canned stops?
I can't really explain what I'm trying to do any simpler than what I have in the previous
posts.
The code below won't work because I get the "Condition in IF, WHILE, FOR statements has
to be Numeric or Boolean type.You can not use array here, please use [] (array subscript
operator) to access array elements" error msg.
I *do not know* how to work around this?!?!?
BuyPrice= 0;
Sellstop = 0;
Buy = Ref(trig,-1); // buy condition triggered prev bar allowing me to set buyprice to
open which is equivalent to Buy on Open Delay 1
BuyPrice = Open;
for( i = 0; i < BarCount; i++ )
{
if( BuyPrice == 0 && Buy[ i ] )
BuyPrice = O; //Buyprice set to open
Sellstop = Low - filter; // Low of entry bar minus x.xxx points. This is the filter. If a
succeeding close drops below this level the trade is stopped out
}
iif(Close < Sellstop) //test to see if close less than stop. If not, then drop down to
next iif statement
{
Sell [i] =1;
SellPrice[i] = Sellstop;
Sellstop = 0;
BuyPrice = 0;
}
if( ApplyStop(stopTypeProfit,stopModePoint,0.005, 1) == 1 ) //test to see if Profit stop
hit.
{
Sell[i] = 1;
SellPrice[i] = ApplyStop(stopTypeProfit,stopModePoint,0.005, 1);
Sellstop = 0;
BuyPrice = 0;
}
else
Sell[i] = 0;
}
----- Original Message -----
From: "Beachie" <beachie41@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 07, 2004 7:29 AM
Subject: [trading] Re: [amibroker] Loop help please!
>
> ......and here's me thinking it was crystal clear :)
> Ok, so what I'm trying to do is:
> Entry is on "Open, Delay 1" after the trigger which is "Ref(H,-2) > Ref(H,-3) AND
> Ref(H,-3) > Ref(H,-4)"
> There are 2 sell options:
> Use the built in "StopmodeProfit" or sell if close of bar is x.xxx amount below the
> entry
> bar low
>
> Loop through the code testing each buy/sell signal.
>
> thanks
>
>
> ----- Original Message -----
> From: "ed nl" <ed2000nl@xxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, November 07, 2004 6:54 AM
> Subject: Re: [trading] Re: [amibroker] Loop help please!
>
>
>>
>> maybe try to ask a clear question first. Your code makes no sense at all. Maybe try to
>> explain in 3 lines what you want to do. Your code makes no sense. If people see it they
>> just move on. Really, I don't even know what the question is....
>>
>> ed
>>
>>
>> ----- Original Message -----
>> From: Beachie
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Saturday, November 06, 2004 8:45 PM
>> Subject: Re: [trading] Re: [amibroker] Loop help please!
>>
>>
>> No one?
>>
>> ----- 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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