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Hello Sam,
hope there are no typos this time :-) try this approach:
Pos = Flip(Buy,Sell);
Temp = HighestSince(Buy,H);
Temp = ValueWhen(Sell,Temp ,0);
Temp = IIf(pos, Temp , Null);
BestSellPrice = Ref(Temp ,-1);
Plot(C,"C",1,128);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),5);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),4);
Plot(BestSellPrice ,"BestSellPrice",5,styleStaircase);
I think this assumes you enter at the open...
best regards,
herman
-----Original Message-----
From: qweds_560 [mailto:qweds_560@xxxxxxxxx]
Sent: Tuesday, January 18, 2005 6:23 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Best exit price?
Hello,
I have been trying to solve this problem for some time using all
sorts of functions in the backtester: HHV, barssince, valuewhen,
barindex and so on.
Consider a simple stop and reverse system. I want to know what the
best exit price could have been from a long position before the
system reverses and what the best exit price that could be from a
short position before the system reverses and goes long.
To put it another way, I would like to peek into the future to see
what the best price I could exit my position at BEFORE I receive a
signal in the opposite direction.
I am trying to find out the maximum profit that could be made using
the system if you had the foresight to know exactly when to exit
each and every position.
I would be grateful for any suggestions.
Many thanks
Sam
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