[amibroker] Re: How do you get a value for ATR?

["Dickie Paria" <babui@xxxxxxxxx>]

Terry & Graham - thankyou very much.  The "Plot" command worked just 
fine.  While backtesting the simple formula below (and using 
the "Plot" command to figure out ATR), I realised that if 
the 'BuyPrice' was outside the High-Low range of the bar, then the 
backtest took the H or L as the 'BuyPrice'.  

How do I get the 'BuyPrice' to only function, during backtesting, 
when it falls whithin the H-L of a bar and skip all other bars ?

While searching the 'help' index, I came across this - 

"During back-testing AmiBroker will check if the values you assigned 
to buyprice, sellprice, shortprice, coverprice fit into high-low 
range of given bar. If not, AmiBroker will adjust it to high price 
(if price array value is higher than high) or to the low price (if 
price array value is lower than low)".

Again - the qts is - how do I disable the above, so it only backtests 
a trade that falls in the H-L range of the bar?





--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> x= O > H(-1);
> Buy = (x,-1);
> BuyPrice = (O + 0.6*ATR(3),-1);
> 
> I think this should be in AFL, or some other combination of the ref
> 
> x = O > ref(H,-1);
> buy = ref(x,-1);
> buyPrice = ref(O + 0.6*ATR(3),-1);
> 
> On Apr 8, 2005 5:49 AM, Terry <MagicTH@xxxx> wrote:
> > 
> > Just plot it.
> > Plot(0.6*ATR(3),colorred,styleownscale);
> > 
> > Terry
> > 
> > Dickie Paria wrote:
> > 
> > >Here's a simple runaway gap formula from one of Larry Williams 
books
> > >that I was playing around with
> > >
> > >x= O > H(-1);
> > >Buy = (x,-1);
> > >BuyPrice = (O + 0.6*ATR(3),-1);
> > >.
> > >.
> > >.
> > >
> > >When backtesting the system I notice that the BuyPrice on trades 
is as
> > >indicated in formula ("Open + 0.6*ATR(3)").  However, how do I 
get
> > >the 'actual' ATR(3) number displayed so that I can check it ?
> > >
> > >
> > >
> > >
> > >
> > >
> > >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
> > >
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> > >Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > 
> > 
> > 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
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> > 
> > 
> > 
> > 
> 
> 
> -- 
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/





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