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[amibroker] Re: Need help translating Xavier Raj's strategy from EasyLang to AFL



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This should get you started;

R=(H-L)/10;

//IF C>H-((R/10)) AND O<L+((R/10)) THEN X=1 ELSE X=0;
x=iif(C>H-((R/10)) AND O<L+((R/10)),1,0);

//IF C<L+((R/10)) AND O>H-((R/10)) THEN Y=1 ELSE Y=0;
y=iif(C<L+((R/10)) AND O>H-((R/10)),1,0);

//IF X=1 THEN Buy Next Bar AT H+.05 STOP;
buy=ref(x,-1);
buyprice=ref(h+.05,-1); 

//IF Y=1 THEN Sell Short Next Bar AT L-.05 STOP;
sell=ref(y,-1);
shortprice=ref(l-.05,-1);


As for the other stops, look at "applyStops" function...
>>> Realize, AMI does not interface with any broker (except IB)
and you need to submit the actual orders & stops yourself...

Walt

--- In amibroker@xxxxxxxxxxxxxxx, "Dickie Paria" <babui@xxxx> wrote:
> 
> 
> The following strategy - in EasyLanguage - is from Xavier Raj's 
> article in the Apr 2005 edition of Active Trader.  The strategy is 
> simple and looks promising.  Being an ABSOLUTE newbie to AFL, I'm 
> having trouble translating the EasyLanguage to AFL.  I would 
> appreciate if somebody would help.  I'll list the EasyLanguage code 
> first followed by my pathetic attempt
> 
> Xavier Raj's system
> VAR:X(0),Y(0),R(0); R=RANGE;
> 
> IF C>H-((R/10)) AND O<L+((R/10)) THEN X=1 ELSE X=0;
> IF C<L+((R/10)) AND O>H-((R/10)) THEN Y=1 ELSE Y=0;
> IF X=1 THEN Buy Next Bar AT H+.05 STOP;
> IF Y=1 THEN Sell Short Next Bar AT L-.05 STOP;
> Sell this Bar AT C;
> Buy to Cover This Bar AT C;
> Sell Next Bar AT MEDIANPRICE-.05 STOP;
> Buy to Cover Next Bar AT MEDIANPRICE+.05 STOP;
> Sell AT ("P1") Next Bar H+10 LIMIT;
> Buy to Cover AT ("P2") Next Bar L-10 LIMIT;
> 
> Having just finished understanding pg 246 of the Users Guide, my 
> limited AFL language skills couldn't grasp the finesse of 
> writing 'buy next bar' and 'medianprice'.  Anyway, here's my simple 
> attempt (too many 'results' and 'conditions').  Please HELP!!
> 
> R=(H-L)/10;
> 
> Condition1 = Close>High-((R/10)) AND Open<Low+((R/10));
> Condition2 = Close<Low+((R/10)) AND Open>High-((R/10));
> 
> result1 = IIf(Condition1,1,0);
> result2 = IIf(Condition2,1,0);
> 
> Buy = H+0.05;
> Sell = Close;
> Short = L-0.05;  
> Cover = Close;
> 
> Condition3 = result1 = 1;
> Condition4 = result2 = 1;
> 
> IIf (Condition3,Buy,0);
> IIf (Condition4,Short,0);





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