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[amibroker] Re: Stops & Signals questions



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Here is my BuySellVisualize.afl, which I include in every script that 
does buying/selling, even those that have no plots (yet).

It shows how to deal with elminating extra buy/sell arrows.  But it 
is also useful to see the range of bars that have buy/sell signals, 
so I use a background (area) color for that.  I also wanted a visual 
indicator what my profit/loss would be for each trade, so I added a 
histogram of percent changes relative to the last buy point.

I was not able to deal with stops because I had some problem calling 
the Equity function.  I would appreciate help on that.  Thanks.

dan

// Indicate buy/sell points and profit changes.
// Daniel LaLiberte liberte@xxxxxxxxxxxxx

// Save in Include folder and add the following to your scripts after 
Buy/Sell settings:
// #include <BuySellVisualize.afl>
// Remove your own ExRem() calls to see the full extent of your Buy 
and Sell regions.

// Please send improvements. Things to do:
//   Show stops/limits.
//   Show equity, accounting for commissions.
//   Show pyramid trades, number of shares per trade.
//   Display text of profit/loss above Sell arrow.
//   Parameterize all this.

//GraphZOrder = 1;  Using this conflicts with BuySellVisualize.afl

rawBuy = Buy;
rawSell = Sell;

/* This causes all charts to fail for me: 
eq = Equity(1);
//Plot(eq, "Equity", colorBlack);
*/

buyExRem = ExRem(buy, sell);
sellExRem = ExRem(sell, buy);
sinceBuy = BarsSince (buyExRem);
sinceSell = BarsSince (sellExRem);

// Add up and down arrows to previous plot, if any.
PlotShapes(shapeUpArrow * buyExRem, colorLime);
PlotShapes(shapeDownArrow * sellExRem, colorRed);

lastBuyPrice = ref ( BuyPrice, - sinceBuy);
percentDiff = 100 * (SellPrice - lastBuyPrice) / lastBuyPrice;

// Plot( lastBuyPrice, "last buy", colorBlack, styleOwnScale | 
styleLine);
Plot( percentDiff, "% Profit", 
	Iif(ref(sinceSell, -1) < sinceBuy, colorLightGrey,
		Iif(percentDiff > 0, colorGreen, colorRed)),
  styleOwnScale | styleHistogram);

// Show background of raw buy or sell signal
backgroundColor = colorWhite;

Plot( 100, // height of the ribbon
	"Buy-Sell",
	Iif( rawBuy, ColorRGB(200, 255, 200), // very PaleGreen, 
	 Iif( rawSell, colorRose, 
		backgroundColor) ),
	styleOwnScale | styleArea | styleNoLabel, 0, 100 );



--- In amibroker@xxxxxxxxxxxxxxx, "atilla" <atilla@xxx> wrote:
>
> I'm a new Amibroker user, just moving over from Wealth-lab.  Spent
> most of the evening trying to come up to speed on Amibroker and 
have a
> couple of questions.
> 
> For a test case, I'm trying to make a basic system that buys when 
the
> close > EMA(45) and sells after 5 days using ApplyStop().
> 
> Here is my code:
> 
> ---------------------
> 
> Equity(1);
> 
> ApplyStop( stopTypeNBar, stopModeBars, 5 );
> Buy = Cross(Close, EMA(Close, 45));
> Sell = 0;
> 
> GraphXSpace = 10; /* create empty space of 10% top and bottom of 
chart */
> 	Plot(C, " Close Price", colorGrey50, styleCandle);
> 
> PlotShapes(shapeUpArrow * Buy, colorGreen, 0, L, - 10);
> PlotShapes(shapeDownArrow * Sell, colorRed, 0, H, - 10);
> 
> Plot(EMA(Close, 45), "EMA", colorRed);
> 
> -------------------------------
> 
> What I'm having problems with is:
> 
> 1.  How I generate sell arrows for sells caused by the Apply Stop?
> 
> 2.  On my chart, how can I not show a green arrow for a buy signals
> that occurs when a position is already active?
> 
> Thanks.
>






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