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So there is an easy way to code this logic, would I need to use a loop?
Thanks.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> you have the sell with the same condition as the buy, so you will
always get
> a buy before the sell is determined
>
> Buy=O>Ref(C,-1);
> Sell= Buy==0 AND O>Ref(C,-1);
> same as saying Sell= Buy==0 AND Buy==1; which can never happen
>
> --
> 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 06/09/06, compoundinfinity <lhw1@xxx> wrote:
> >
> > I am trying to code up a simple system on daily bars where the exit
> > condition is only activated if there was no entry on that day. As an
> > example, I want to buy the open if it is > yesterday's close. A long
> > position is kept until the exit condition is true, which is sell
> > today's open if it is > yesterday's close. Once the sell is
> > activated, we can get a new buy signal tomorrow.
> >
> > This is what I've done but it doesn't work:
> >
> > Buy=O>Ref(C,-1);
> > BuyPrice=O;
> > Sell= Buy==0 AND O>Ref(C,-1);
> > Buy=ExRem(Buy,Sell);
> > SellPrice=O;
> >
> > It only generates 1 long entry at the beginning of the series which is
> > never closed. When I do an exploration it appears to be doing the
> > right thing (the buy vector goes to zero after the initial signal),
> > but the sell vector never returns true even though the condition
is met.
> >
> > Any suggestions as I am stumped.
> >
> > Thanks
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
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> >
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> >
>
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