[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Re: Nth Profitable Open



PureBytes Links

Trading Reference Links

Thanks Owen,

 

Will try to look for the code J

 

Regards,

Claude

 

 


From: Owen Davies [mailto:owen5819@xxxxxxxxxxxx]
Sent: Thursday, March 24, 2005 21:28
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Nth Profitable Open

 

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


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html







Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html




Yahoo! Groups Sponsor
ADVERTISEMENT
click here


Yahoo! Groups Links