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If your sell conditions are based upon a value that occurs at your buy
bar, or after it then exrem will not work.
You could try adding Equity(1,0); to your code
or you will need to write the trade conditions into a loop where you
can positively identify when you are in a trade and control your
required exit conditions
--
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 26/06/06, mikelaurataylor <mikelaurataylor@xxxxxxxxx> wrote:
> Thanks. I'll take a look at these answers.
>
> --- In amibroker@xxxxxxxxxxxxxxx, Daniel LaLiberte <liberte@xxx> wrote:
> >
> > Using ExRem on Buy and Sell will eliminate all but the first Buy and
> Sell in
> > each segment, but BuyPrice will continue to be whatever the buy
> price is as
> > if you were going to buy again at each time bar. So you want to
> select the
> > BuyPrice at the time of the last Buy signal (after applying ExRem),
> which is
> >
> > buyExRem = ExRem(Buy, Sell);
> > price = ValueWhen(buyExRem, BuyPrice);
> >
> > Another way to compute this, and also to adjust the price selected
> based on
> > your delay until actual buy (unless the BuyPrice already accounts
> for this
> > delay - I'm not sure):
> >
> > sinceBuy = BarsSince(buyExRem);
> > delay = 1;
> > price = Ref( BuyPrice, - sinceBuy + delay);
> >
> > dan
> >
> > On Saturday 24 June 2006 07:46 pm, mikelaurataylor wrote:
> > > If I build a model for buying/selling and I want to, for instance,
> > > create my own artificial stop based on the buy price i need to know
> > > the buy price of my item.
> > >
> > > Even if I use the exrem statement on a buy the buyprice array does not
> > > necessarily remain the original buy price if other buys occur (but do
> > > not get executed.)
> > >
> > > I know you can set a % stop in the program so the backtest program
> > > must know what the buy price was so I was wondering if there is a way
> > > to get this amount without delving into the backtesting interface.
> > >
> > > Hope I asked the question clearly enough for someone to help.
> > >
> > > Thanks
> > >
> > > Mike
> > >
> > >
> > >
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> >
>
>
>
>
>
>
>
> 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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