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take a look at the "settings" in the AA window as well as
the "setTradeDelays" function... and also, there are quite a few good
examples in the help file under the "applyStop" function...
There are so many combinations of these, and still confusing to me...
Walt
--- In amibroker@xxxxxxxxxxxxxxx, "Dickie Paria" <babui@xxxx> wrote:
>
> Walt - is there any way to program a sell/cover at mkt close order
> for backtesting? I tried the following from your code but the
> backtest feature doesn't recognize the 'sell/cover' signals I put
> in :-(
>
> //IF X=1 THEN Buy Next Bar AT H+.05 STOP;
> > buy=ref(x,-1);
> > buyprice=ref(h+.05,-1);
> sell=ref(x,-1);
> sellprice=ref(close,-1);
>
> > //IF Y=1 THEN Sell Short Next Bar AT L-.05 STOP;
> > sell=ref(y,-1);
> > shortprice=ref(l-.05,-1);
> cover=ref(y,-1);
> coverprice=ref(close,-1);
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "hairy_mug" <WSCHWARZ@xxxx> wrote:
> >
> > 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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