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[amibroker] Re: Plse help! APPLYSTOP() and BUYPRICE, SELLPRICE



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No, it`s a kind of the holy gral of Raschke. Close moves below EMA.
If you have only EOD-Date, you buy the close at the end of the day 
e.g. serveral % from the crossing-point. I want t buy the quote at 
the crossing-point.


--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
> 
> Isn't the price at the crossing point = Close?
> 
> Such that:
> Buy = Cross(Close, EMA(Close, 20));
> BuyPrice = Close;
> 
> I'm assuming that you want to Buy when the Close moves ABOVE the 
> EMA.  Your code below is the opposite - Buy when Close moves BELOW 
> the EMA.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "zillig20002000" <anietrade@xxxx> 
> wrote:
> > 
> > 
> > 
> > S imularQuestion:
> > BuyPrice=Cross(  EMA(Close,20),Close ) ;
> > 
> > This decribes the low of the day. But I want the price at the 
> > crossing- point. Can someone help me?
> > 
> > 
> > 
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> 
wrote:
> > > 
> > > Ah ok... so I dont' think the Applystop is what you want.
> > > 
> > > Try this:
> > > Sell = <see conditions>;
> > > Sell = Sell or C < Highestsince( Buy, StopPriceArr, 1);
> > >                ^-You can chagne this value to what you want.  I 
> > > assume this is EOD system.
> > > 
> > > - chris
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "enzo" <herrfrechdax@xxxx> 
> wrote:
> > > > 
> > > > 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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