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I believe a loop runs through once and provides the array values for
the rest of the code to use.
On 8/9/05, Graham <kavemanperth@xxxxxxxxx> wrote:
> Fred, I can understand your problem with loops making some
> optimisations longer, but you do not opt a system forever.
> There are times when standard array processing will not provide a
> solution to creating the trading system you want, and loops are
> required. In the case this thread is about there was no actual sell
> signal, using applystops instead, except for the stop loss exit. As
> this required only the original buy signal and any subsequent buy
> signals that occur afffect the stop value, then a loop had to be used.
> Ideally using exrem, exremspan would be implemented or in my earlier
> example Flip, but again only if you can define the second end point
> after within the functions. This was not the case we were discussing.
> So loops are the alternative to get the system to work.
> I think yu would have to agree that spending longer time optimising is
> a better alternative to having no system at all.
>
> I will also point out, and I will add this to my signature. I provide
> examples of how to solve the problem being asked about. There will
> generally always be alternative ways to achieve the same end as so
> often can be seen in the varied responses to questions. I also tend to
> just type an answer into the email, occasionally resorting to checking
> in AB only when I consider it necessary. Like in this case I needed to
> check the bracket closures and ensure I had covered the loop
> conditions. As I provide an example only of how to do it, I leave it
> to the person to either use my suggestion and make it work for there
> particular case or ignore it in favour of someone elses method.
>
> On 8/9/05, Fred <ftonetti@xxxxxxxxxxxxx> wrote:
> > 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
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> >
> >
> >
> >
> >
> >
> > 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
>
--
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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