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Thomas,
Thank you for your reply. Between it and a good nights sleep, the proper
code took about five minutes. Thanks again and keep up the great work.
Ed
_____
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Thomas Z.
Sent: Wednesday, October 11, 2006 11:24 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: Buy At Stop, Short At Stop
Hi,
take a look at the following code, it generates only a buy if the previous
high + 1% will be reached and it will be closed when the low reaches the
previous low -1%
What condition do you use ?
BuyStop = Ref(H,-1)*1.01; //the formula for Buy stop level;
SellStop = Ref(L,-1)*0.99; //the formula for Sell stop level;
// if anytime during the day prices rise above buystop level (high>buystop)
// the buy order takes place (at buystop or low whichever is higher)
Buy = Cross( High, BuyStop ) ;
// if anytime during the day prices fall below sellprice level ( low <
sellstop )
// the sell order takes place (at sellstop or high whichever is lower)
Sell = Cross( SellPrice, SellStop);
BuyPrice = Max( BuyStop, Low ); // make sure buy price not less than Low
SellPrice = Min( SellStop, High ); // make sure sell price not greater than
High
Thomas
HYPERLINK "http://www.tradingbasis.com/"www.tradingbasis.com
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of EF
Sent: Thursday, October 12, 2006 4:50 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: Buy At Stop, Short At Stop
I understand how the logic of the buystop works as currently structured.
If the buystop price is not exceeded during the day (High not greaterthan
buystop) than the backtester will give me the Low of the day as my filled
price.
I have tried any number of logic combinations and can not achieve the
following.
If the high of the day is not greater than buystop than I want NO trade to
occur. For the life of me, I can not achieve a logic combination that
cancels the buy if this occurs. I can set the price filled to be the days
open, high, low or close, but I can not cancel the buy.
Any coding help would be greatly appreciated.
Ed
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of zoli_j
Sent: Wednesday, October 11, 2006 2:14 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Buy At Stop, Short At Stop
Thank U Thomas!!!
--- In amibroker@xxxxxxxxxxxxxxx, "Thomas Z." <tzg@xxx> wrote:
>
> Hi,
>
> Yes, you can do it easily:
>
> BuyStop = ... the formula for buy stop level; SellStop = ... the
> formula for sell stop level;
>
> // if anytime during the day prices rise above buystop level
(high>buystop)
> // the buy order takes place (at buystop or low whichever is higher)
> Buy = Cross( High, BuyStop );
>
> // if anytime during the day prices fall below sellprice level (
low <
> sellstop )
> // the sell order takes place (at sellstop or high whichever is
lower)
> Sell = Cross( SellPrice, SellStop);
>
> BuyPrice = max( BuyStop, Low ); // make sure buy price not less
than Low
> SellPrice = min( SellStop, High ); // make sure sell price not
greater than
> High
>
> Thomas
>
> www.tradingbasis.com <http://www.tradingbasis.com/>
>
>
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of zoli_j
> Sent: Tuesday, October 10, 2006 5:49 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Buy At Stop, Short At Stop
>
>
>
> Hallo Group,
>
> Is it possible to entry with stop into a trade?
> If yes then could U show me an AFL example for it?
>
> BR Zoli.
>
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