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My comment was not about Graham's code per se ... it's fine for loop
processing ... but there's no getting around the fact that loop
processing runs slower then array processing which SCREAMS ... will
users even really notice the difference in a backtest or an
indicator ? no ... will they notice it in optimizations ? ... In a
lot of cases they will
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
> >
> >
> >
> >
> >
> >
> >
> >
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