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Perhaps this will give you more ideas...
In the
past i have "attached" text, signals, trade information, etc. to bars by using
staticvariables named with the bar's time appended. For text example you
could use:
staticvarsettext("Bar"+TimeNumber, "your info to attach");
Where the TimeNumber is SelectedValue(TimeNum()). You can also use
StaticvarSet("Bar"+TimeNumber, Numericalvalue) to attach signals.
This method will work if you only want to tag a limited number of bars
(up to a few hundred). You can loop through the bars displayed and plot numbers
or show/recall text from selected bars.
I
presume you have looked at using a table? Look at the OSAKA
plugin.
If you
do not need to save data after shutdown you can, instead of using a text file,
save long strings (same as file) in a StaticvarSetText(),
easier?
Chuck,
i think you may be making is more complicated than it needs be...if you can
describe exactly what your need perhaps we can help you
better....
herman
Thanks again Herman.
I basically do that too, although it isn't really
the issue I have.
My thinking is now here: What I need is a
new type of variable -- it is static in the sense that it holds its value
across bars, but dynamic in the sense that it can change over time. The
problem with static variables is that when you set them at, say 14:00,
they change their value back at say 10:00 as well.
In essence, what I want is a Hold() function
where the length of the hold is determined dynamically rather than
statically. Doesn't (yet) exist!
What I think what I'm going to try (anyone
else ever done this?) is to create a "history" text file. At the end of
every bar I will write (append) the current status to a text file, along with
the current barindex. This can be done realtime or by running the
cursor across the chart. Then I'll read in from that history file as
time goes on. This will allow me to know what my positions were at say
10:31, even when it's 14:01.
I'm thinking this might help me,? although you've
probably guessed by now that I really have no idea what I'm doing...
:)
chuck
----- Original Message -----
Sent: Sunday, January 08, 2006 11:50
AM
Subject: RE: [amibroker] Struggling
again... advice requested
In
real trading you can use LastPrice = Lastvalue(C) or
GetRTData("Last");
During developement I often use LastPrice = SelectedPrice(C); This
allows me to step my cursor over the bars (or just click on the chart to
select a bar) on the chart and trigger trades. Of course this is
ONLY to test the mechanics of your system and profits and
fills do not reflect real prices. Limit orders tend to fill only one way
because the selectedprice can be far away from the market price seen by the
TWS.
For initial testing I find this much easier/faster than working with
simulators or the DEMO TWS.
herman
Herman....right but this assumes that you are
real time and live or paper trading. But what do you do when you are
developing the system?
----- Original Message -----
Sent: Sunday, January 08, 2006
11:15 AM
Subject: RE: [amibroker] Struggling
again... advice requested
In simple system you can check the
positionsize:
IBPosSize = ibc.GetPositionSize( Ticker
);
assuming you got full fills you don't want to go short if you are
already short, or long if you are already long.
For this type of trading you could/should be using minute bars
and limit trades to one per minute.
If trading a reversal system you can also maintain your own
Static position indicator...
hreman
Sorry, I think my post wasn't that
clear. I am trading intraday, and I want
to get in and out
of trades frequently during the day. The trouble I'm
having
is determining whether I should open a new trade, because I don't
know yet whether I've gotten out of the old one. That is,
you want to use
Exrem() to avoid repeated buy signals, but you
can't do that because you
have to use the sell conditions to
define the buy conditions. Am I making
any
sense?
----- Original Message -----
From:
"Tradingbasis" <tzg@xxxxxxxxxxxxxxxx>
To:
<amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, January 08, 2006
10:56 AM
Subject: RE: [amibroker] Struggling again... advice
requested
> Hi,
>
> try this
one:
>
> Setup = your buy condition;
> Tradedate =
ValueWhen(setup,DateNum(),1);
> LastTradedate =
Ref(Tradedate,-1);
> Otpd = Tradedate > Lasttradedate;//only
one trade per day
>
> Buy =
Setup;
>
>
> - - - - - - - - - - - - - - - - - - -
-
> Best regards
>
> Thomas
>
www.tradingbasis.com
> support@xxxxxxxxxxxxxxxx
> - - - -
- - - - - - - - - - - - - - - -
>
> -----Original
Message-----
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf
> Of
cstrader
> Sent: Sunday, January 08, 2006 4:48 PM
> To:
amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Struggling
again... advice requested
>
> I am struggling (again!),
and would like to request some advice.
>
>
>
>
My new systems take more than one trade in a day. This creates
what I
> call
> the Catch-22 problem. You can't
anymore use arrays to mark the trades
> because the entry is
dependent on the exit which is dependent on the
> entry...
So now what do I do?
>
>
>
> One possibility
is to code with loops. I hate that idea because it's
>
complicated and because I thought that AB was all about avoiding
loops.
>
>
>
> Another possibility is to mark
the entry price with a static variable and
> hold it until the
exit. This will (maybe) work OK in actual trading and
>
in
> AA but it is hard to tell what is happening because the buy
and sell
> arrows
> on the chart display are no longer
accurate (because later static variable
> assignments mess up
the display of earlier ones).
>
>
>
> This
seems like such a basic problem that someone else must have dealt
> with
> it and found the
solution.
>
>
>
>
Thanks!
>
>
>
>
chuck
>
>
>
>
> Please note that this
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>
> To get
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>
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>
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