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Thanks Guys! Great help!!!
One of the things I don't quite understand is how the array calculations
are related to a loop as below. If you have a simple system e.g.
Buy = open > ref(o,-1);
Sell = conditions2
Then I would assume the Buy array calculations are done sequentially,
i.e. starting at the first bar and ending at the last bar, the code is
run from top line to the bottom for each bar ???
If this is so, then if you include a loop such as (i=1;i<BarCount;i++)
wouldn't this on each bar, also loop through all the bars???
Can someone help me with the bit I'm obviously missing??
Peter
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Graham
Sent: Tuesday, 9 August 2005 10:33 a.m.
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Exit on first profitable open
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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