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

[amibroker] Re: Getting AB to keep TABS of yre TRADE once active



PureBytes Links

Trading Reference Links


I managed to solve this in a later post but for the record the problem
is PARAMETER not being settable for an individual stock but all stocks
. Therefore u can not individually set a buy price unless u use a line
draw function .

MOZ

--- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
<sebastiandanconia@xxxx> wrote:
> 
> I'm a pretty shallow thinker when it comes to coding and maybe I'm 
> misunderstanding the problem, but VALUEWHEN wouldn't work 
> in "remembering" the entry price for other/later references?
> 
> 
> Luck,
> 
> Sebastian
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "moztrader" <das300@xxxx> wrote:
> > 
> > OK,
> > Here is the CODE solution for the below problem to solve e) be it
> > possibly a non elegant way it  works well ...
> > 
> > |||||||||||||||||||__bacround to problem__|||||||||||||||||||||||
> > 
> > Initially a MS user I now have
> > a) converted all my MS formulas to AB -------------------->DONE
> > 
> > b) learned how to pull metastock data into AB - easy
> > bit-------------------------------------------------------->DONE
> > 
> > c) created PLOTS for tools-------------------------------->DONE
> > 
> > d) created Scans for BUYS -------------------------------->DONE
> > 
> > now I'm up to 
> > e) created SCANS to monitor for SELLS of ACTUAL TRADES still live 
> > 
> > |||||||||||___The PROBLEM ____||||||||||||||||||||||
> > As I my TRADE SYSTEM have continual entries the problem is telling 
> AB
> > which trade entry to base the EXIT on so I can scan every day for 
> EXIT
> > rather than look at every EQUITY position im in . AS an example 
> > initial stop is totally based on ENTRY day and LEVEL . If you read 
> the
> > below end a post i sent earlier tells how trying to Identify the 
> ENTRY
> > based on PARAM (say uset a date and purchase level ) seems useless 
> as
> > every equity has that param level. I needed to find an individualway
> > of labelling the ENTRY day and time. I have not had any response 
> from
> > AB so I figured I would continue trying to fix it. I found it 
> using "
> > line STUDY "  If I drew a line with right extension , lock, STUDY ID
> > "SU" I could tell AB exactly the day from which to PLOT EXITS ( 
> > mainly the highest of 
> > a) Init STOP
> > b) Prof Trailing STOp
> > c) Normal trade STOP ( similar to inverse chandaleir type ) 
> > 
> > Below is the code for this solution and the method I use to keep 
> track
> > of ACTIVE trades- 
> > 
> > Trading Procedure - 
> > 
> > When I perform a trade I :
> > 
> > T1) get code below and create a worksheet (this is done only 
> once !) 
> > T2) place that equity in a TRADE BIN WATCHLIST
> > T3) draw a line on sheet with 
> >           T3.1 RIGHT extension checked
> >           T3.2 Study ID = SU
> >           T4.3 Trade date entered as first date and level bought
> > T4) U shuld see an exit plot now
> > T5) U can scan this watchlist for SELLS which = when Low breaks the
> > EXIT plot .
> > 
> > :-) Hope this helps someone as it did me 
> > 
> > --------------------8<------8<---------------------------
> > 
> > 
> > Title = " zMF_HLV_AP_exitSTOP \n RED=INITstop,yellow 
> =trailSTOP,gren=
> > LLV" ;
> > 
> > //Instructions ----
> > // drawline starting from trade date and 
> > // level entered onto workspace , tick right extension AND label 
> it "SU" 
> > // if inserting onto a blank workspace add chart ID you want the
> > Function to look at by looking up param function.
> > 
> > 
> > //||||||||||||||||||||||||||||||||||||||||||____Draw
> > 
> OHCL___|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> ||||||||||||
> > SetChartOptions(0,chartShowArrows);
> > mm = IIf(C > Ref(C,-1) , colorGreen,colorRed) ;
> > Plot( C, "Close", mm, styleNoTitle | ParamStyle("Style", styleBar,
> > maskPrice ) );
> > 
> > 
> > // CALC STOP PARAMS
> > 
> > INSTOP= Param( "Initi STOP %", 20, 0, 100, 1 ) ; //SET INIT STOP as 
> 20%
> > TRSTOP= Param( "TRAIL STOP %", 33, 0, 100, 1 ) ; //SET TRAIL STOP 
> as 20%
> > CHID = Param( "CHART ID obtain from param menu", 0, 0, 2000, 1 ) ;
> > //get ID do not need to use unless u reference a different LINE page
> > LLVperd = Param( "LLVperd", 57, 0, 200, 1 ) ; //get LLV PERD
> > 
> > ///calc when to print LINE starting from date of trade
> > 
> > ID = IIf( CHID > 0 , CHID , GetChartID() )  ; //finds CHART ID
> > Line = Study( "su" ,id ) ; // locates line
> > Lineval = IsEmpty( Line ) ; // when line is valid
> > 
> > //|||||||||||||||||||||____calc LINES
> > ____|||||||||||||||||||||||||||||||||||||||||||||||||||||
> > 
> > Hipoint = IIf( lineval == 0 ,  HighestSince( Lineval, H , 
> 1) ,Null ) ;
> >    // calc highest point since trade date
> > TRAILSTOP = Hipoint * ( 100 - TRstop )/100 ; // calc 33% TRAILING
> > Profit STOP
> > INITSTOP = Line * ( 100 - instop )/100 ; // calc 20% INTI_STOP
> > LLVline = IIf( lineval ==0 ,  LLV( L,LLVperd) ,Null)  ;
> > 
> > //|||||||||||||||||||||____determine highest EXIT line or level and
> > COLOR  ____|||||||||||||||||||||||||||
> > 
> > Hiline  =  IIf( initstop > LLVline , initstop , LLVline )  ;
> > Hiline1 = IIf( TRAILstop > HiLINE , TrailSTOP , Hiline ) ;
> > 
> > Hilinecol  =  IIf( initstop > LLVline , colorRed , colorGreen )  ;
> > Hiline1col = IIf( TRAILstop > HiLINE , colorYellow , Hilinecol ) ;
> > 
> > //||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> > // SCAN to track EXITs
> > 
> > Buy =0 ;
> > Sell = L < Ref( HiLine1 , -1 )  ;
> > 
> > //||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> > 
> > "ID = " + WriteVal(ID,1.2) ;
> > AddColumn(Sell, "sell",1.2) ;
> > 
> > //||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
> > // PLOT
> > 
> > Plot( Hiline1,"HILINE1",HiLINE1col,styleDashed ) ;
> > 
> > --------------------8<------8<---------------------------
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "moztrader" <das300@xxxx> wrote:
> > > 
> > > Please drag the below formula onto a share .
> > > Set the date of yre trade and adjust the price to the bought 
> price.
> > > Set the STOP LOSS % and TRAIL PROFIT STOP.
> > > I developed it to keep a tab of 
> > > 
> > > a) Highest (since trade date) - 33% level: a running 33% PROFIT 
> STOP 
> > > 
> > > b) TRADE entry level - dashed line
> > > 
> > > This tool helps input INITSTOP loss and Profit TRAILING STOP data 
> into
> > > my trade platform but I am having difficulty getting it to work 
> as I
> > > want .
> > > 
> > > The problem is when I adjust the date and trade amount parameter 
> on
> > > say msft changing to the next traded equity has the changed 
> paramter
> > > data as well. So all trades adjust to the same date . I have 
> 10xtrades
> > > i want to continously monitor STOP and PROFIT EXITS. I  cannot 
> think
> > > of how scan, explore or Functions can store individual entry 
> dates and
> > >  buy prices .
> > > 
> > > I want this function to have its parameters set according to the
> > > EQUITY not the worksheet . What I need is to overlay this Function
> > > into a OHCL window and have it customizable like say a drawn 
> line . A
> > > drawn line is  individual to the stock your drawing on. When you
> > > change the equity the drawline does not follow onto the next 
> worksheet
> > > display. If you have drawn 2 lines ,one on each equity they appear
> > > seperate and do not affect each other. The param function doesnt 
> seem
> > > to have a global or individual setting for equities. 
> > > Maybe I have missed some way to do this but what comes to mind is 
> a
> > > variable like Local_param that adjusts to the equity only.
> > > 
> > > Is there anyway I can do this without asking for a software 
> upgrade  ?
> > > 
> > > Thanks
> > > 
> > > Maurice
> > > 
> > > 
> > > //--------------------------------8<------------------------------
> -
> > > 
> > > Title = " zMF_HLV_AP_exitSTOP" ;
> > > 
> > > //calc DATE PARAMS
> > > 
> > > ppDd = Param( "PPday", 5, 1, 31,1 ) ;
> > > 
> > > ppMm = Param( "PP Month", 01, 1, 12,1 ) ;
> > > 
> > > ppyy = Param( "PP Year", 2005, 1900, 2050,1 ) ;
> > > 
> > > ///calc when to print LINE starting from date of trade
> > > 
> > > rightday = IIf( Year() == ppyy AND Month() == ppmm AND Day() == 
> ppdd
> > > ,1 , 0 ) ; 
> > > 
> > > rightdaylatch = Cum( IIf( Year() == ppyy AND Month() == ppmm AND 
> Day()
> > > == ppdd ,1 , 0 ) ) ; 
> > > 
> > > Hipoint = HighestSince( rightday == 1, H , 1) ;// calc highest 
> point
> > > since trade date
> > > 
> > > vw = ValueWhen( rightday == 1 , C , 1 ) ;// value of close since 
> TRADE
> > > date
> > > 
> > > 
> > > 
> > > PrPaid = Param( "PricePAID adjust +/- from the close ", 0, -100, 
> 100,
> > > 0.01 ) ;// allows adjustmet of price paid from close
> > > 
> > > prpaid = prpaid + VW ; 
> > > 
> > > INSTOP= Param( "Initi STOP %", 20, 0, 100, 1 ) ; //SET INIT STOP 
> as 20%
> > > TRSTOP= Param( "TRAIL STOP %", 33, 0, 100, 1 ) ; //SET TRAIL STOP 
> as 20%
> > > 
> > > Pricepaid = IIf( rightdaylatch == 1 ,prpaid , Null ) ;// make 
> valid if
> > > the date > TRADE date
> > > 
> > > TRAILSTOP = Hipoint * ( 100 - TRstop )/100 ; // calc 33% TRAILING
> > > Profit STOP
> > > INITSTOP = Pricepaid * ( 100 - instop )/100 ; // calc 20% 
> INTI_STOP
> > > 
> > >
> > //|||||||||||||||||||||____PLOT____|||||||||||||||||||||||||||||||||
> ||||||||||||||||||||
> > > 
> > > piccolor = ParamColor("pricepaid", colorLightGrey ) ; 
> > > 
> > > piccolor1 = ParamColor("INITSTOP", colorRed ) ; 
> > > piccolor2 = ParamColor("TRAIL STOP", colorGreen) ; 
> > > 
> > > Plot( pricepaid,"Price Paid",piccolor,styleDashed ) ;
> > > 
> > > Plot( initstop,"INIT STOP",piccolor1,styleLine ) ;
> > > 
> > > Plot( trailSTOP,"TRAIL STOP",piccolor2,styleLine ) ;
> > > //--------------------------------8<------------------------------
> -
> > > 
> > > 
> > > > 
> > > > thanks for reading
> > > > 
> > > > Regards,
> > > > Maurice
> > > > australia
> > > > 
> > > >





------------------------ Yahoo! Groups Sponsor --------------------~--> 
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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 Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/