PureBytes Links
Trading Reference Links
|
I got the scaling out code from the help files working on the long
side and now am tring to convert it to work on shorting. I have
shortened the code to what is below just to get it to generate a
trade. As it stands right now, at every short signal Cross of the
MAs I get an immediate cover in the AA>SCAN.
I read on the board here of the _Trace function and debugView. I
downloaded DebugView and printed the _trace help file, but I still
lack the knowledge to make debugView see my code. Does anyone know
of an artical or help file describing the process of hooking up
debugView to AmiBroker? I just can't seem to see why this code wont
generate a short signal when it will for the buy side.
I appreciate all the help this board gives. Thank You!
OT
--------------------------------------------------
FirstProfitTarget = .05; // profit
TrailingStop = .1; // also in percent
priceatshort=0;
Lowsinceshort=0;
exit = 0;
Short = Cross( MA( C, 50 ), MA( C, 10 ) );
Cover = 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;
}
//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*/
|