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That'll certainly work ... but it's overkill and run times will
expand dramatically.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> 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@xxxx> 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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