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Re: [amibroker] Re: Exit on first profitable open



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Trading Reference Links

because an intital sell signal was not defined to enable the use of
exrem, or other methods to exclude surplus buy signals you probably
need to use a loop method
something along these lines

buy = conditions;
Sell = 0;
intrade = 0;
holdO = Null;

for(i=1;i<BarCount;i++)
{
 if( Buy[i] AND intrade[i-1]==0 )
 {
  intrade[i] = 1;
  HoldO[i] = O[i];
 }
 else
 {
  intrade[i] = intrade[i-1];
  HoldO[i] = HoldO[i-1];
 }
 if( O[i] > HoldO[i] AND intrade[i-1])
 {
  Sell[i] = 1;
  Intrade[i] = 0;
 }
 else
 {
  Sell[i] = 0;
 }
}


On 8/9/05, Fred <ftonetti@xxxxxxxxxxxxx> wrote:
> The example I provided would of course be for same day trading on the
> buy side ... If what you want is delayed a bar because you are buying
> on the Open of the following bar then it would be one bar less i.e.
> 
> Sell = O > Ref(O, -(BSB - 1));
> 
> If this doesn't work for you then you need to be more specific about
> exactly what is happening and how that compares with what you are
> after.
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Peter" <pa299@xxxx> wrote:
> > Fred
> > Thanks but been there.
> > As I understand it BarsSince(Buy); will return the bars to the last
> Raw
> > buy signal. You may have the actual Buy entry then one or more
> other buy
> > signals which are ignored ( assuming you include the line
> > Buy=ExRem(Buy,Sell);) then the sell signal. BarsSince(Buy); will
> return
> > the bars to last Buy signal not the one where you entered the
> trade.
> > That's the bit I can't solve.
> > Peter
> >
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On
> > Behalf Of Fred
> > Sent: Tuesday, 9 August 2005 7:38 a.m.
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Exit on first profitable open
> >
> > Assuming you have an impulse type buy i.e.
> >
> > Buy = Cross(X, Y);
> >
> > then ...
> >
> > BSB = BarsSince(Buy);
> >
> > ... should give you how many bars it's been since the buy
> occured ...
> >
> > Then assuming that you also bought at an opening ... then ...
> >
> > Sell = O > Ref(O, -BSB);
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Peter" <pa299@xxxx> wrote:
> > > Hi
> > > After spending a huge amount of time trying to code an `Exit on
> the
> > > first profitable open' I give up.
> > > Is anyone willing to share the code for what should be a very
> simple
> > > exit?????
> > >
> > > Any help would be appreciated!!
> > > 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
> 
> 
> 
> 
> 
> 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
> 
> 
> 
> 
> 
> 
> 
> 


-- 
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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