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Hi ,
you are asking for Autotrading or Charting?.
Using flip funktion is only one posbility and is calculate from AB
code.
Amibroker and IB Controler can do what no other Software on the market
can do.You can send to and R E C E I V E from TWS.
If we use the Positionsize from TWS we know how much are filled and in
wich direction the position is (long /short)and you know you are intrade.
If you are in trade you dont want a multiple signal .
So you can use it to prevent multiple signal and take care your order
execution.
Flip is no confirmation about already execution from IB.
for me its more save is to use the Position size.
Because if the order is not filled its get a rest left of open
position.
example.
step by step:
send long 500pcs.
400 /filled immediately and 100 not/ filled
send 1000 short filled immediately (turn pos.)
give aresult of 600 short.
In this way the we have 100 more short.
As you see "Flip" prevent Multiple Signal but take not care you are
in the right direction for your order.
I take this somtimes as a part of my Signal Filter .Also the Filter
could be placed e.g. in the AT Execution Code.Depend on your Target.
ibc.GetPositionSize( M_Ticker) == 0
ibc.GetPositionSize( M_Ticker) >0
ibc.GetPositionSize( M_Ticker) <0
ibc.GetPositionSize( M_Ticker) ==0)
example:
Buy= (your conditon) and ibc.GetPositionSize( Ticker) == 0
sell=(your conditon) and ibc.GetPositionSize( Ticker) >0
short=(your conditon) and ibc.GetPositionSize( Ticker) == 0
cover=(your conditon) and ibc.GetPositionSize( Ticker) < 0
Flip alone could not take care that its only one of list of signal
filters depend of Market and Trading rules.
A query combination of Pos.size , order id
Exrem an Flip etc. must be optimal combiened for you trading solution.
Donīt look not only the Signal in your chart.Think about the complex
Orderexecution to TWS and back ! and use the wonderful functions of
AB/IBc.
You should study that!.
There are a lot of Infos in the at forum and sample code about.
All Ibc infos are here :http://www.amibroker.com/at/
Study the the sample Code and the ability to receive Information about
the different Status of your trade.
By,Dieter
--- In amibroker@xxxxxxxxxxxxxxx, "dalengo" <dalengo@xxxx> wrote:
>
> simply::
> Buy = ExRem(BuyCond, SellCond); //removes excess signals
> Sell = ExRem(SellCond, BuyCond);
>
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
> > <sebastiandanconia@xxxx> wrote:
> > >
> > > I use the FLIP function for something like that. For example:
> > >
> > > Cond1="Your buy condition";
> > > Cond2="Your sell condition";
> > > Cond3=Flip(Cond1,Cond2);
> > >
> > > Buy=Cond3 and Ref(Cond3,-1)==0;
> > >
> > > This catches the exact day when your "buy" condition was true
> but
> > > wasn't true the day before. It can't add another "buy" signal
> until
> > > you get an exit signal first.
> > >
> > >
> > >
> > > S.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "kevinoversby"
> <kevinoversby@xxxx>
> > > wrote:
> > > >
> > > > Is there a way to ignore a second entry signal during an open
> > > trade?
> > > > I would like to do this without ignoring signals on other
> stocks
> > > (i.e.
> > > > not limiting max. number of positions).
> > > >
> > > > Thanks
> > > >
> > > > Kevin
> > > >
> > >
> >
>
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