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Link for osaka:
http://www.amibroker.org/3rdparty/
cstrader 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 -----
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 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:
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> Please note that this group is for discussion between users only.
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> To get support from AmiBroker please send an e-mail directly to
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>
> For other support material please check also:
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>
>
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>
>
>
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>
Please note that this group is for discussion between users
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