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Hi
I'm a new to AFL and need some help with code for a exit on first
profitable open.
I've been using this code in a Commentary window to check if it
works.
The problem I have is that at times after entering a long position
(Buy = false) the variable BuyBarsSince in the line
BuyBarsSince = BarsSince(Buy == 1);
will reset to 0 when Cond1 AND Cond2 AND Cond3 are all true
The result is an exit below the entry price.
My question is why at times does
BarsSince(Buy == 1)
reset to 0 when Buy = false?
Am I missing obvious?
Any help would be appreciated?
Thanks
Peter
//3Down Close Commentary
Cond1 = Ref(C,1) > Ref(C,0);
Cond2 = Ref(C,-2) > Ref(C,-1);
Cond3 = Ref(C,-3) > Ref(C,-2);
Buy = Cond1 AND Cond2 AND Cond3 ;
BuyPrice = Ref(Open,0);
//------------------------------------------
// Exit 1st Profitable Open
// How many bars ago was the last Buy signal?
BuyBarsSince = BarsSince(Buy == 1);
// Actual Price of buy
Price4LastBuy = Ref(BuyPrice, -BuyBarsSince);
SellCond1 = Cross(Open,Price4LastBuy);
SellCond2 = BarsSince(Buy == 1) > 0;
Sell = SellCond1 AND SellCond2;
SellPrice = Ref(O,0);
Sell=ExRem(Sell,Buy); Buy=ExRem(Buy,Sell);
//------------------------------------------
"3 Down Close Commentary";
"";
"Cond1 is " + WriteVal(Cond1);
"Cond2 is " + WriteVal(Cond2);
"Cond3 is " + WriteVal(Cond3);
"Buy is " + WriteVal(Buy);
"";
"BuyPrice is " + WriteVal(Price4LastBuy );
"BarsSince(Buy)is " + WriteVal(BarsSince(Cond1 AND Cond2));
"Price4LastBuy is " + WriteVal(Price4LastBuy);
"";
"SellCond1 is " + WriteVal(SellCond1 );
"SellCond2 is " + WriteVal(SellCond2 );
"Sell is " + WriteVal(Sell );
"SellPrice is " + WriteVal(SellPrice );
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