And
by the way, this could help. It was
written by TJ. The problem with AB is the lack of doc. It’s all scattered
in the yahoo group and it really takes a lot of effort and time to find the
things you want to learn. This formula will sell at the open on the first
profitable day.
Buy=H > O
+ Ref(H - L,-1);
BuyPrice=Max(O, Ref(H - L,-1) + TickSize);
entrybar = -1;
for( i = 0; i < BarCount; i++ )
{
if( entrybar == -1 AND
Buy[ i ]
)
{
entrybar = i;
}
if( entrybar != -1 AND i > entrybar + 1 AND
Open[ i
] > Close[ entrybar
] )
{
Sell[ i ] = 1;
SellPrice[ i ] = Open[
i ];
entrybar = -1;
}
else
{
Sell[ i ] = 0;
}
}
-----Message
d'origine-----
De :
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] De la part de Peter
Envoyé : 25 mai 2005 23:51
À : amibroker@xxxxxxxxxxxxxxx
Objet : [amibroker] BarsSince(Buy == 1)
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 );
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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