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Hi Graham
Thanks for your help!
I'm trying to code a exit on the first profitable open and need in
the situation where there is more than one buy signal before the
sell, to still be able to reference the first buy bar and use a
value of that bar in the sell signal.
I've got this far but the problem is the line order. i.e. you
really need the BuyPrice line prior to the sell line, however that
doesn't remove any excess signals.?
Is there a way to do this?
Any help would be much appreciated.
Thanks
Peter
Cond1 = Ref(C,1) > Ref(C,0);
Cond2 = Ref(C,-2) > Ref(C,-1);
Buy = Cond1 AND Cond2;
Sell = Cross(Open,BuyPrice);
ExRemBuyReturn = Buy = ExRem(Buy,Sell);
BuyPrice = ValueWhen( ExRemBuyReturn ==1 , Open );
Sell = ExRem( Sell, Buy );
SellPrice = Ref(O,0);
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> Hi Peter
> I did a post a few months back which demonstrated that psoition of
the
> exrem statement makes a difference to what is the results. Here is
the
> code below, just use param to alter the exrem location.
>
> Another simple method is to create a variable that shows when you
are
> in or out of a trade
> Intrade = flip(buy,sell);
> this will have value of 1 when you are in a trade, 0 when out.
> So to find the values (eg Close) when last sell use Valuewhen(
> Intrade==0 and ref(intrade,-1), C );
>
>
> GraphXSpace = 5;
> Plot(C,"price",colorGrey50,styleBar); //CHANGE COLOUR TO SUIT
> SetTradeDelays( 0, 0, 0, 0 );
>
> x = Param("Exrem Position", 1, 1, 4, 1);
>
> Buy = DayOfWeek()<Ref(DayOfWeek(),-1) AND
> Sum(DayOfWeek()<Ref(DayOfWeek(),-1),BarsSince(Month()!=Ref(Month
(),-1))+1)<=3;
> // buy on 1st trading day of week within 1st 3 weeks of month
> Sell = DayOfWeek()<Ref(DayOfWeek(),-1) AND
> Sum(DayOfWeek()<Ref(DayOfWeek(),-1),BarsSince(Month()!=Ref(Month
(),-1))+1)==4;
> // sell on 1st trading day of week in last week of month
>
> // POSITION #1
> if(x==1) Buy = ExRem(Buy,Sell);
>
> PlotShapes( Buy * shapeUpArrow, colorGreen, 0, L, -20 );
> PlotShapes( Sell * shapeDownArrow, colorRed, 0, H, -20 );
>
> // POSITION #2
> if(x==2) Buy = ExRem(Buy,Sell);
> Plot( HighestSince(Buy,H), "Highest", colorBlue,
styleLine|styleNoRescale );
>
> // POSITION #3
> if(x==3) Buy = ExRem(Buy,Sell);
> BuyPrice = ValueWhen(Buy,H);
> Plot( BuyPrice, "BuyPrice", colorGreen,
styleDots|styleNoLine|styleNoRescale );
>
> // POSITION #4
> if(x==4) Buy = ExRem(Buy,Sell);
>
>
>
>
> On 8/3/05, PA299 <pa299@xxxx> wrote:
> >
> >
> > Hi
> >
> > How do you reference the bar that an actual trade (Buy/Short)
takes place??
> >
> >
> >
> > I note that BarsSince(Buy) even with the lines Sell=ExRem
(Sell,Buy);
> > Buy=ExRem(Buy,Sell); included will give you the bars from the
last RAW entry
> > signal which may not be the last Actual signal.
> >
> >
> >
> > Am I missing the obvious??
> >
> >
> >
> > Any help would be appreciated.
> >
> > Thanks
> >
> > Peter
> >
> >
> >
> > 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
> >
> > Visit your group "amibroker" on the web.
> >
> > To unsubscribe from this group, send an email to:
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> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
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> > To unsubscribe from this group, send an email to:
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> > ________________________________
> >
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
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