[amibroker] Re: Why wont this code allow short trades???

["orionsturtle" <orionsturtle@xxxxxxxxx>]

Here's the whole code if you care to see it, I still don't get a 
single trade...

Short = Cross( MA( C, 10 ), MA( C, 5 ) ); 
Cover = 0 ; 

FirstProfitTarget = .05; // profit 
SecondProfitTarget = .1; // in percent 
TrailingStop = .1; // also in percent 
Icing = .03 ;

priceatshort=0;
Lowsinceshort=0;
exit = 0; 
/*--------------------------------Short code-------------------------
---------*/

for( i = 0; i < BarCount; i++ ) 
{ 
	if( priceatshort == 0 AND Short[ i ] ) 
    { 
       priceatshort = ShortPrice[ i ]; 
    } 
	if( priceatshort > 0 ) 
    { 
       Lowsinceshort= Min( Low[ i ], Lowsinceshort); 
	      //PT1
      if( exit == 0 AND Low[ i ] <= ( 1 - FirstProfitTarget * 0.01 ) 
* priceatshort) 
       { 
         exit = 1; 
		  ShortPrice[i] = ( 1 - FirstProfitTarget * 0.01 ) * 
priceatshort;  
         Short[ i ] = sigScaleOut; 
       } 

      //PT2
      if( exit == 1 AND Low[ i ] <= ( 1 - SecondProfitTarget * 
0.01 ) * priceatshort)  
       { 
         exit = 2; 
         ShortPrice[ i ] = ( 1 - SecondProfitTarget * 0.01 ) * 
priceatshort    ; 
		  Short[ i ] = sigScaleOut; 
       } 

     //PT3 Icing
	  if( exit == 2 AND Close[ i ] >= ( 1 + Icing * 0.01 ) * 
Lowsinceshort) 
       { 
        exit = 3; 
        CoverPrice[ i ] = ( 1 + Icing * 0.01 ) * Lowsinceshort ; 
       } 

      //Trail Stop Loss
      if( High[ i ] >= ( 1 + TrailingStop * 0.01 ) * Lowsinceshort ) 
       { 
         exit = 4;    
         CoverPrice[ i ] = ( 1 + TrailingStop * 0.01 ) * 
Lowsinceshort ; 
       } 

      //Reset for the next loop
      if( exit >= 3 ) 
       { 
         Short[ i ] = 0; 
         Cover[ i ] = exit + 1; // mark appropriate exit code 
         exit = 0; 
         priceatshort= 0; // reset price 
         Lowsinceshort = 0; 
       } 
    } 
} 

SetPositionSize( 50, spsPercentOfEquity ); /*Initial % of equity to 
be traded.*/
SetPositionSize( 50, spsPercentOfPosition * ( Short == 
sigScaleOut ) ); /* percentage to scale out when PT's are hit*/

--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> The first part of the code works. I get shorts.
> The looping part is incomplete (will not compile). You must've not
> copied it all.
> 
> --
> Terry
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
On
> Behalf Of orionsturtle
> Sent: Friday, July 14, 2006 12:08
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Why wont this code allow short trades???
> 
> I tried to make this help file code work on the short side, but it 
> never even enters into a single trade. I did set the backtest 
> positions to short. Could someone please just take a quick look at 
> this small piece of code and maybe you can see why it wont trade 
> short. I believe it is something simple but I can't seem to find 
> it.Thank you.
> ---------------------------
> Short = Cross( MA( C, 10 ), MA( C, 5 ) ); 
> Cover = 0 ; 
> priceatshort=0;
> Lowsinceshort=0;
> exit = 0; 
> 
> for( i = 0; i < BarCount; i++ ) 
> { 
>    if( priceatshort == 0 AND Short[ i ] ) 
>     { 
>        priceatshort = ShortPrice[ i ]; 
>     } 
>    if( priceatshort > 0 ) 
>     { 
>        Lowsinceshort= Min( Low[ i ], Lowsinceshort); 
>       //PT1
>       if( exit == 0 AND Low[ i ] <= ( 1 - FirstProfitTarget * 
0.01 ) 
> * priceatshort) 
>        { 
>          exit = 1; 
> 		  ShortPrice[i] = ( 1 - FirstProfitTarget * 0.01 ) * 
> priceatshort;  
>          Short[ i ] = sigScaleOut; 
>        } 
> 
> 
> 
> 
> 
> 
> 
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