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Gosub283,
Amibroker is an array processing system. This means the ENTIRE ARRAY is
determined "all-at-once" and processed just ONCE. There is the loop code
feature to get around this when/if necessary.
This means you cannot "go back" and change the Buy conditions based upon
follow-on arrays...because Buy has already been processed from the first
bar of data to the last. One way around this is to "pre-process" your
Buy and Sell conditions with dummy arrays and/or some loop code.
However, in your case it might be easier than that. Use the code you
have, delete the ApplyStop() and simply trigger the Sell condition based
on how many days since you bought. Since you are using Cross for your
Buy signal there should not be any duplicate signals...unless the dual
MA cross you are testing would fall back and re-cross in the 1st 6 days.
//Sell "Days_Till_Sell" since a Buy
Sell = Ref(Buy,-Days_Till_Sell);
You should test my idea to be sure it works.
Also note: Buy-Sell-Short-Cover are special variables that trigger an
internal backtest with code that you cannot "see". You can control this
backtest procedure by writing a "custom backtest procedure", but that is
often not necessary and overcomplicates things with lower level code.
However, the feature is there for those that really need it.
PS: I don't see how a staticVar can help this situation. You can set it
and it will stay the same value until you change it, but it is NOT an
array (it is a "number", a single value) and it will simply end up with
the final value of "Days_Till_Sell" all the time...unless you use loop
code in which case you can use a normal array to store when you are "on
a buy".
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of gosub283
Sent: Wednesday, November 01, 2006 09:41
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Please help - Probelm with variables
Hi All,
I have a variable named "Days_Till_Sell" that I want to set every time
a BUY
is triggered.
PROBLEM: I need that variable to stay the same value until it is set
again at the next BUY signal. I use this variable to compute "days
until sell".
//*********************************************
//Buy logic: Short term trend cross and within first 5 days of the month
Buy = cross(Ma(c,10),ma(c,30)) and day() < 6
//Save the date value when a BUY is trggered...
DayBought = Buy * Day()
// Set how many days to hold before selling
Days_Till_Sell = ((DayBought==1) * 10) + //if bought onday 1, hold for
10
((DayBought==2) * 9) + //if bought onday 2, hold for 9
((DayBought==3) * 8) + //if bought onday 3, hold for 8
((DayBought==4) * 7) + //if bought onday 4, hold for 7
((DayBought==5) * 6); //if bought onday 5, hold for 6
//Sell only on Time based stop ( Further Below)
Sell = 0;
//Sell after n Bars
ApplyStop(StopTypeNBar, StopModeBars, DaysToSell);
//********************************************
Problem is that "DayBought" and "DaysToSell" become 'zero' for every day
other than the BUY day. I need to maintain these arrays with the same
values
until I change them at the next BUY.
Struggled for many hours with this :-(
Any ideas ?
Any Help is appreciated,
Gosub283
Calgary
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