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As I have just learned (much to my surprise), you have to be very
careful with the statement
..... ref(Buy, -1)....
because that refers to tomorrow's bar.
So, everything will be cool in backtesting, however you will never
get a "scan" signal -because it is always waiting for tomorrow's
data.
As a matter of fact, the statement that I had posted,
inLong = Ref(Flip(Buy,Sell),-1);
inShort = Ref(Flip(Short,Cover),-1);
is also at fault.
It works great - except for the last bar.
Perhaps someone (who is much more astute with ab language than I)
could re-write those two lines so that they work as intended
(shifting one day forward), except for the last bar!
--- In amibroker@xxxxxxxxxxxxxxx, "Charles Stangor"
<cstangor232@xxxx> wrote:
Thanks again...... it may be starting to sink in, slowly... :)
----- Original Message -----
From: Terry
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, September 27, 2005 9:42 AM
Subject: RE: [amibroker] Re: Function "position status or similar"
available ?
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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