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no Ref( Buy, -1 ) refers to the previous bar
Ref( Buy, 1 ) is for the future bar
--
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
On 9/28/05, jacklweinberg <weinberg@xxxxxxxx> wrote:
> 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?
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