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Hi,
It sounds like a decision you need to make rather than a coding problem - in
real life, you would need to use some other criteria to enter your first
position, since you have no previous buys/shorts. What condition would you
use to enter your first trade? Then you could use this condition to
initialize AB's Buy or Short array for future trades.
Steve
----- Original Message -----
From: "cstrader" <cstrader232@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, December 29, 2005 9:16 AM
Subject: [amibroker] Coding Guidance -- Catch 22!
> I'm stuck on what must be a simple problem. You can see from the code
> below what I want to do (short if we get more than 6% lower than the
> highest
> since the last buy; buy if we get more than 6% higher than the lowest
> since
> the last short). But the catch 22 is that
>
> 1. you cannot know LOWESTPRICE until you short
> 2. you cannot short until you know highestprice
> 3. you cannot know highestprice until you buy
> 4. you cannot buy until you know LOWESTPRICE.
>
> In sum, you can't enter until you get the entry prices, but you can't get
> the entry prices until you enter!!
>
> Thanks in advance.
>
> Short = C < Highestprice*.94;
> LowestPrice = Lowestsince(Short, C);
> HighestPrice = HighestSince(Buy, C);
> Buy = C > Lowestprice * 1.06;
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
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