Re: [amibroker] Re: Function "position status or similar" available ?, AmiBroker Email List Archive

Right because if you have something like this, which it appears you do (since you didn't post any code):

Buy = some conditions;

Totalbuys = Sum(Ref(Buy, -1), BarsSince(Cross(Timenum(), 093000)));

Buy = 1;

With the third statement you have said that BUY = TRUE for every bar of data you have, thus wiping out any results from the first Buy statement (which defined Buy as "some conditions" for every bar of data you have.

Terry

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Charles Stangor
Sent: Tuesday, September 27, 2005 09:32
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Function "position status or similar" available ?

Thanks Terry. I learned to program years ago when everything was loops. The ++ idea is still hazy for me.

I believe that I'm finding that the value of totalbuys:

Totalbuys = Sum(Ref(Buy, -1), BarsSince(Cross(Timenum(), 093000)));

is changed if I give the subsequent statement:

Buy =1;

Would that be possible? I thought that the first statement referred to an array that was entirely prior to the current bar. But your statement:

However, you must be aware that you cannot go back up to your Buy/Sell statements and use the inLong or inShort information to change your trades. This is because each line is essentially read once and executed for all bars. Then the next line is executed based on previously known results

makes me think that values of arrays specified as ref(array, -1) are changed by operations in the current bar.

Thanks again.

----- Original Message -----

From: Terry

To: amibroker@xxxxxxxxxxxxxxx

Sent: Tuesday, September 27, 2005 8:24 AM

Subject: RE: [amibroker] Re: Function "position status or similar" available ?

AFL arrays are computed "all at once" for ALL BARS in your database.

So I guess the answer to your question is Yes. However, you must be aware that you cannot go back up to your Buy/Sell statements and use the inLong or inShort information to change your trades. This is because each line is essentially read once and executed for all bars. Then the next line is executed based on previously known results.

This behavior can be changed by using "looping" code which computes these results on a bar by bar basis, thus allowing you to use this information from the previous bar to help determine your next trade (for example, only go Long while "inShort").

--

Terry

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Charles Stangor
Sent: Tuesday, September 27, 2005 06:51
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Function "position status or similar" available ?

> Graph0=Equity(1);

> inLong = Ref(Flip(Buy,Sell),-1);

> inShort = Ref(Flip(Short,Cover),-1);

> inNothing = inLong==0 AND inShort==0;

This code seems really good. But I don't completely understand how AFL

works. Here's my question: Is it the case that these new variables, inlong

and inshort (which are created from an array that ends on the prior bar)

will be created when the code is read in the AFL, and then not be changed by

any code that follows them in the AFL? In other words, can they be used to

create buy and sell signals on the current bar without worrying that their

prior values will be changed by new operations that reference their

components?

thanks

>

> Please note that the reason for the Ref(... ,-1) is because I have a

> trade delay of 1.

>

> --- In amibroker@xxxxxxxxxxxxxxx, Thomas Z <tzg@xxxx> wrote:

>>

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