RE: [amibroker] Re: Nth Profitable Open, AmiBroker Email List Archive

/* your original entry conditions - not need to modify */
Buy=H > O + Ref(H - L,-1);
BuyPrice=Max(O, Ref(H - L,-1) + TickSize);

entrybar = -1;

for( i = 0; i < BarCount; i++ )
{
if( entrybar == -1 AND Buy[ i ] )
{
entrybar = i;
}

if( entrybar != -1 AND i > entrybar + 1 AND Open[ i ] > Close[ entrybar ] )
{
Sell[ i ] = 1;
SellPrice[ i ] = Open[ i ];
entrybar = -1;
}
else
{
Sell[ i ] = 0;
}
}

share share share or place on the library.

happy bunny wunny :)

Owen Davies <owen5819@xxxxxxxxxxxx> wrote:

Claude Caruana wrote: >My only comment about this is that exRemSpan would work fine on simple fixed >nBar exits, but not necessarily on more complex conditions e.g. > >Exit after 5 bars if loss >Exit after 20 bars if profit > Believe me, I know! The solution requires looping, which I have yet to master. Six months or so ago, Tomasz was kind enough to supply code for a long exit on the first profitable open after a 1-bar delay. Unfortunately, a short time later the machine I was using died, and the code remains trapped on the old hard drive; I haven't had time to pull the drive and move it over to the new box yet. You should be able to find the code in the archives. No doubt it can be modified for a variable delay and short trades, if you wish. Best of luck. Owen Davies

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