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Hello,
ValueWhen reports last occurrence while it may not be
the bar when actual buying took place. Instead use this code:
Buy = O > Ref( 0, -1 );
priceatbuy=0;
for( i = 0; i < BarCount; i++ )
{
if( priceatbuy == 0 && Buy[ i ] )
priceatbuy = BuyPrice[ i ];
if( priceatbuy > 0 && Open[ i ] > priceatbuy )
{
Sell[ i ] = 1;
SellPrice[ i ] = Open[ i ];
priceatbuy = 0;
}
else
Sell[ i ] = 0;
}
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "ami_trader" <ami_trader@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, February 18, 2005 7:02 PM
Subject: [amibroker] Re: Sell IF Today Open > Entry Price
>
>
> First of all, Thank you at all for the help.
>
> This formula doesn't works.
> --------Formula 1----------
> Buy= Cross(O , Ref(O,-1));
> EntryPrice=ValueWhen(Buy,O);
> Sell=Cross(O , Ref(EntryPrice,-1));
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
> ---------------------------
>
>
> This formula instead seems to work but it is wrong:
> --------Formula 2--------------
> Buy= O > Ref(O,-1);
> EntryPrice=ValueWhen(Buy,O);
> Sell=O > Ref(EntryPrice,-1);
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
> ------------------------------
>
> sell signal is wrong.
>
> here is my simply test on AAPL 10 quotation
>
> 2/16/2005 88.15
> 2/15/2005 86.66
> 2/14/2005 82.73
> 2/11/2005 79.86
> 2/10/2005 78.72
> 2/9/2005 81.04
> 2/8/2005 79.07
> 2/7/2005 78.93
> 2/4/2005 77.87
> 2/3/2005 79.10
>
> Long 2/3/2005 79.1 2/8/2005 79.07 --> *Wrong, ex price is <
> entry price*
> Long 2/9/2005 81.04 2/14/2005 82.73
> Long 2/15/2005 86.66 2/16/2005 88.15
>
> Thank you in advance
>
> ---
> Giuseppe
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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