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Right but the problem is that this
line:
Bought = Flip(Buy,
Sell,);
won't execute because
sell is not yet (cannot yet be) defined.
Do you have a link for
the osaka plugin? I can't seem to track it down. Did see
some posts about array "persistency" which is what I think I'm looking
for.
----- Original Message -----
Sent: Sunday, January 08, 2006 7:06
PM
Subject: Re: [amibroker] Struggling
again... advice requested
flip starts on the first bar with 1 and ends last bar with 0, so
Buyprice = Valuewhen (Buy and ref(Bought,-1)==0);
On 1/9/06, cstrader
<cstrader232@xxxxxxxxxxxx>
wrote:
Hi Herman:
Those are both excellent ideas.
They may be what I need. Perhaps I'm making too
much of it, but I am indeed in a quagmire. Let me try to
be clearer.
I want to get in and out of trades as the day
goes on (not simple reversals, but in and out of trades).
To set my exits I need to remember the initial buyprice of the
entry. In actual trading I can get
this entry price from the TWS, but I can't do that during
development. I need also need to ignore later
extraneous buy signals.
Ideally the code would look something like
that below. However, it is not possible, because you need
to know the value of Sell in line 2 in order to determine whether you are at
the real (first) buypoint rather than a later extraneous one.
However Sell cannot be defined until line 4 (after buyprice is
determined)
A possibility is to set buyprice as static
rather than array. As I mentioned earlier, this is a
solution, but not a very good one.
What am I missing?
Chuck
///1
Buy = buyconditions;
///2 We're in a buy now, until we get a sell
signal
Bought =
Flip(Buy,
Sell,);
///3 Where did we enter?
Need to remember first buyprice and to ignore subsequent buy signals
(e.g. signals where we are already in a buy)
Buyprice = Valuewhen (Buy and !Bought);
///4 Now we go flat
Sell = C > Buyprice + 2 or C < Buyprice
- 2;
----- Original Message -----
Sent: Sunday, January 08, 2006 5:41
PM
Subject: RE: [amibroker] Struggling
again... advice requested
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
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To get support from AmiBroker please send an e-mail directly to
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