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Thanks Fred, but the superfluous buy signals are the problem If I set the Sellstop to the
low of the Buy it takes it off the last Buy signal given, even though I'm still in a valid
trade from previous. Hence the backtests are useless. Wonder how many have been fooled
with out really checking what their exit price was?
cheers
----- Original Message -----
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 07, 2004 6:49 PM
Subject: [trading] [amibroker] Re: Loop help please!
>
>
> Beachie,
>
> I didn't read into your code and so maybe I'm missing something from
> your description, but is there relly a need to do this in a loop ?
>
> Assuming you don't have any superfluous buys then I would think
> something to the effect of
>
> Sell = C < Ref(L, -BarsSince(Buy));
>
> would do it for you ... Note I didn't syntax check the above.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Beachie" <beachie41@xxxx> wrote:
>> 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@xxxx>
>> 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@xxxx>
>> > 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@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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> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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