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Giuseppe, it may be just a case of over reaching your knowledge of
AFL. Try building up to your actual trade system by becoming familiar
with the functions of AFL by starting with simpler codes.
On Apr 10, 2005 4:13 AM, ed nl <ed2000nl@xxxxxxx> wrote:
> ami_trader,
>
> not sure what the problem is you have. I do not have futures data so I can
> not check your problem exactly but this code exits at the levels you give
> it. But you could also use Applystop for this to keep your program more
> simple. I gave this code to illustrate how you can write your own stop
> procedure,
>
> good luck,
>
> Ed
>
> ----- Original Message -----
> From: ami_trader
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, April 09, 2005 8:35 PM
> Subject: [amibroker] Re: ApplyStop Question
>
>
> Thank you so much Ed.
> I'll look at your script.
>
> There is errors for my tick/dollars count.
>
> It is very complicated in AB a simply strategy that buy and sell at
> specific price instead O H L C.
>
> Thank you.
>
> ---
> Giuseppe
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx> wrote:
> > ami_trader,
> >
> > this is an example of how I use loopings instead of Applystop
> (example is for long trades only). This is for your specific
> problem. Note you have to change the stopProfitLevel and
> stopLossLevel.
> >
> > Change:
> >
> > // set profit level at 2%
> > stopProfitLevel = BuyPrice + BuyPrice * (2 / 100);
> >
> > // set stop level at 5%
> > stopLossLevel = BuyPrice - BuyPrice * (5 / 100);
> >
> > to
> >
> > // profit at 6 points
> > stopProfitLevel = BuyPrice + 6;
> >
> > // stop loss 10 points
> > stopLossLevel = BuyPrice - 10;
> >
> > also adjust:
> >
> > BuyPrice = Ref(H,-1) - 0.001;
> >
> > to
> >
> > BuyPrice = Ref(H,-1) - 10;
> >
> >
> > rgds, Ed
> >
> >
> >
> >
> > procedure sell_proc
> (Buy,BuyPrice,Open,High,Low,Close,stopProfitLevel,stopLossLevel)
> {
> >
> > global Sell;
> > global SellPrice;
> > global BuyAdjusted;
> > global stopProfitLevelAdjusted;
> > global stopLossLevelAdjusted;
> >
> > // initialise arrays
> > SellPrice = 0;
> > Sell = 0;
> > stopProfitLevelAdjusted = 0;
> > stopLossLevelAdjusted = 0;
> > BuyAdjusted = 0;
> >
> >
> > for (i = 1; i < BarCount; i++) {
> >
> > if (Buy[ i ] == 1) {
> >
> > BuyAdjusted[ i ] = 1;
> > stopProfitLevelAdjusted[ i ] = stopProfitLevel[ i ];
> > stopLossLevelAdjusted[ i ] = stopLossLevel[ i ];
> >
> > // find a sell position + sellprice
> > for (j = i; j < BarCount; j++) {
> >
> > stopProfitLevelAdjusted[ j ] = stopProfitLevel[ i ];
> > stopLossLevelAdjusted[ j ] = stopLossLevel[ i ];
> >
> > // test if stop loss is hit
> > if((Low[ j ] <= stopLossLevelAdjusted[ j ]) AND (Open[
> j ] >= stopLossLevelAdjusted[ j ])) {
> >
> > Sell[ j ] = 1;
> > SellPrice[ j ] = stopLossLevelAdjusted[ j ];
> >
> > i = j;
> >
> > j = BarCount;
> >
> > // stop loss exceeded at the open
> > } else if (Open[ j ] < stopLossLevelAdjusted[ j ]) {
> >
> > Sell[ j ] = 1;
> > SellPrice[ j ] = Open[ j ];
> >
> > i = j;
> >
> > j = BarCount;
> >
> > // test if profit stop is hit
> > } else if (High[ j ] >= stopProfitLevelAdjusted[ j ] AND
> Open[ j ] <= stopProfitLevelAdjusted[ j ]) {
> >
> > Sell[ j ] = 1;
> > SellPrice[ j ] = stopProfitLevelAdjusted[ j ];
> >
> > i = j;
> >
> > j = BarCount;
> >
> > // stop profit exceeded at open
> > } else if (Open[ j ] > stopProfitLevelAdjusted[ j ]) {
> >
> > Sell[ j ] = 1;
> > SellPrice[ j ] = Open[ j ];
> >
> > i = j;
> >
> > j = BarCount;
> >
> >
> > } else if (j == BarCount - 1) {
> >
> > i = BarCount;
> >
> > }
> >
> > }
> >
> > }
> >
> > }
> >
> >
> > } // end procedure
> >
> >
> >
> >
> > SetChartOptions(0, chartShowDates);
> > SetBarsRequired(10000,10000);
> >
> > Cond1 = Ref(H,-1) > Ref(H,-2) && Ref(H,-2) > Ref(H,-3);
> > Cond2 = O < Ref(H,-1);
> >
> > BuyPrice = Ref(H,-1) - 0.001;
> > Buy=Cond1 && Cond2 && L <= BuyPrice && H >= BuyPrice;
> >
> > // set profit level at 2%
> > stopProfitLevel = BuyPrice + BuyPrice * (2 / 100);
> >
> > // set stop level at 5%
> > stopLossLevel = BuyPrice - BuyPrice * (5 / 100);
> >
> > sell_proc
> (Buy,BuyPrice,Open,High,Low,Close,stopProfitLevel,stopLossLevel);
> > Buy = BuyAdjusted;
> >
> > // remove zeros
> > stopProfitLevelAdjusted = IIf(stopProfitLevelAdjusted == 0, Null,
> stopProfitLevelAdjusted);
> > stopLossLevelAdjusted = IIf(stopLossLevelAdjusted == 0, Null,
> stopLossLevelAdjusted);
> >
> > Plot(C,"C",1,64);
> > Plot(stopProfitLevelAdjusted,"",colorBrightGreen,1);
> > Plot(stopLossLevelAdjusted,"",colorRed,1);
> > PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0,
> yposition = BuyPrice, offset = 0 );
> > PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer
> = 0,
> yposition = SellPrice, offset = 0 );
> >
> > Title=Name()+ ", O: "+WriteVal(O)+ ", H: "+WriteVal(H)+ ",
> L: "+WriteVal(L)+ ", C: "+WriteVal(C);
> >
> > Filter = 1;
> > AddColumn(Buy,"Buy");
> > AddColumn(Sell,"Sell");
>
>
>
>
>
> 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
>
>
>
>
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--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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