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Thanks Graham.
That makes perfect sense to me, and validates my struggle! I don't think
applystop will work because I want to take half of the position off at a
time. I understand that there is a way to do that (I forget it now), but I
don't think it's very flexible. Alternatively, I'm thinking of writing the
open prices to a table or a text file for later reference. Think that might
work?
chuck
----- Original Message -----
From: "Graham" <kavemanperth@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, January 08, 2006 8:01 PM
Subject: Re: [amibroker] Struggling again... advice requested
> If your sell is linked to then your buy and you want to exclude
> unwanted intermediate signals, then you must use either applystop if
> it is suitable, or use a 'for' loop to define your trade signals
> flip, exrem etc are not suitable for this
>
> --
> 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 1/9/06, cstrader <cstrader232@xxxxxxxxxxxx> wrote:
>>
>> 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 -----
>> From: Graham
>> To: amibroker@xxxxxxxxxxxxxxx
>>
>> 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);
>>
>>
>> --
>> 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 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 -----
>> > From: Herman van den Bergen
>> > To: amibroker@xxxxxxxxxxxxxxx
>> > 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
>> >
>> >
>> > -----Original Message-----
>> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
>> > Behalf Of cstrader
>> > Sent: Sunday, January 08, 2006 12:54 PM
>> > To: amibroker@xxxxxxxxxxxxxxx
>> > Subject: Re: [amibroker] Struggling again... advice requested
>> >
>> >
>> > 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 -----
>> > From: Herman van den Bergen
>> > To: amibroker@xxxxxxxxxxxxxxx
>> > 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
>> >
>> >
>> > -----Original Message-----
>> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
>> > Behalf Of cstrader
>> > Sent: Sunday, January 08, 2006 11:20 AM
>> > To: amibroker@xxxxxxxxxxxxxxx
>> > Subject: Re: [amibroker] Struggling again... advice requested
>> >
>> >
>> > 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 -----
>> > From: Herman van den Bergen
>> > To: amibroker@xxxxxxxxxxxxxxx
>> > 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
>> >
>> >
>> >
>> >
>> >
>> > -----Original Message-----
>> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
>> > Behalf Of cstrader
>> > Sent: Sunday, January 08, 2006 11:04 AM
>> > To: amibroker@xxxxxxxxxxxxxxx
>> > Subject: Re: [amibroker] Struggling again... advice requested
>> >
>> > 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 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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