PureBytes Links
Trading Reference Links
|
I woudn't say that. Graham's code is very good (uses scalars only) and will run very fast.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, August 09, 2005 12:37 AM
Subject: [amibroker] Re: Exit on first profitable open
> 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
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
<font face=arial size=-1><a href="http://us.ard.yahoo.com/SIG=12hskjt60/M=362131.6882500.7825259.1493532/D=groups/S=1705632198:TM/Y=YAHOO/EXP=1123548504/A=2889190/R=0/SIG=10r90krvo/*http://www.thebeehive.org
">Put more honey in your pocket. (money matters made easy) Welcome to the Sweet Life - brought to you by One Economy</a>.</font>
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|