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Hugo
Thanks but quite disappointing.
As you said `Even when using ExRem, functions like ValueWhen still
consider true a "removed" new signal (when buy == 1) `makes simple
stuff like accessing the entry price too hard.
Looks like a switch back to TradeStation!
Peter
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf Of Hugo Tanguay
Sent: Friday, 27 May 2005 2:17 a.m.
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE : [amibroker] BarsSince(Buy == 1)
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 );
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