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hi christoper!
I coded a little function to write arrays in .xls files and open
them using Excel. So I am sure about the contents of arrays. I dont
plot them.
An example for ^DJI the last buy-signal occurred 28/10/2004, the
system would buy ^DJI at next open 10004,70. Last SwingLow was
9660,18. This would be my StopLoss. All testdata are EOD from Yahoo-
historical.
The system is so to say simple: when I have a buy, I use the last
SwingLow as Stop and turn the position. I have all the information
in arrays but dont know how to code APPLYSTOP() to set 9660.18 as my
sellstop.
The arrays:
myBuySignal: row 605 = 1
BUY: row 605 = 1
BUYPRICE: row 605 = 9888.25 (the open of the 28/10/2004
SellStopArr: row 605 = 9660.18 (last SwingLow)
You see, the information in row 605 in BUYARRAY is wrong, because I
buy on next open, it should be 10004,70, which is in row 606.
for your convinience the function to write array in Excel files:
//************************************************/
function PrintArray1 (array,arrName)
//************************************************/
{
fh = fopen( "c:\\programm
Files\\amibroker\\afl\\"+"___"+arrname+".xls", "w");
for( i = 0; i < BarCount; i++ )
{
ds = StrFormat("%g.-%g.\n", i, array[ i ]);
fputs( ds, fh );
}
fclose( fh );
}
Call example:
printarray1(Buy,"Buy");
--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
>
> 1 - Have you plotted the StopPriceArr to know that this is
correct?
> Or is it changing each bar, such that the stop is always
fluctuating
> and the price will never trigger it. You might need something
like
> StopPriceArr = HighestSince(Buy, StopPriceArr, 1) to kinda lock in
> the trail.
>
> 2 - If you are trying to plot the stop you may need to utilize
> Equity(1); somewhere in your code.
>
> I might not understand your system too well, so perhaps additional
> clarification might help...
>
> - chris
>
> --- In amibroker@xxxxxxxxxxxxxxx, "enzo" <herrfrechdax@xxxx> wrote:
> >
> > Hello!
> >
> > some days ago I asked for help, how to use APPLYSTOP() to turn a
> > position when a CLOSE crossed a certain stop which is defined as
a
> > price. It looks like this is not possible!?
> >
> > So I thought I could use the difference between the payed price
and
> > the stop-price and use APPLYSTOP() with Mode=2(stopTypeLoss)
type=2
> (
> > amount in points) amount=calculated difference in points.
> >
> > Would someone confirm this is the right way to do?
> >
> > For the payed price I would use arrays BUYPRICE and SELLPRICE,
but
> I
> > have found out, they are exactly similar to the OPEN price of
the
> > day (or bar) the buysignal occurred. Even I set SetTradeDelays(
1,
> > 1, 1, 1 ) ; Why does BUYPRICE and SELLPRICE not reflect the real
> > payed price? Do I have to create correct BUYPRICE and SELLPRICE
> > arrays by myself?
> >
> > Thanx for any suggestions,
> >
> > enzo
> >
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "enzo" <herrfrechdax@xxxx>
wrote:
> > >
> > > Hello usergroup!
> > >
> > > In my AITM trading-system buy- and sell-signals are generated
at
> > > CLOSE and executed at next open. Stops are set at the last
> > > SwingHighs/-lows before the signal occurred. Those SH/SH´s are
> > > written in an array "StopPriceArr". A close beyound/below a
stop
> > > should turn the position and be executed at next open.
> > > Can someone help me to code the stops?
> > >
> > >
> > > So far I coded:
> > >
> > > SetTradeDelays( 1, 1, 1, 1 ) ;
> > > SetOption("ActivateStopsImmediately",True);
> > > .
> > > .
> > > .
> > > BUY=BuyCondition;
> > > SELL=SellCondition;
> > > ApplyStop(0,2,StopPriceArr,2);
> > > Short = Sell;
> > > Cover = Buy;
> > >
> > >
> > > It seems it is not working as I expected and actually I am not
> > > surprised by it, cause I cannot make a sense of the
combinations
> > of
> > > ApplyStop-paramaters.
> > >
> > > Can you?
> > >
> > > Thanx in advance
> > > enzo
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