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What if you tried swapping the arrays around? I haven't tried it, just a
thought...
TempClose = Open;
TempOpen = ref( Close, -1 );
BuyPrice = TempOpen;
SellPrice = TempClose;
Buy = Sell = 1;
Steve
----- Original Message -----
From: "onlyobsession2k3" <jmpatton@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 12, 2006 11:22 PM
Subject: [amibroker] How to Repeatedly Buy @ Close, Sell @ Open?
> I'm trying to code a simple system that repeatedly buys at the Close
> and sells at the next day's Open. It sounds simple, but I can't figure
> out the correct combination of options to allow this.
>
> My basic Buy/Sell criteria is:
> Buy = True;
> BuyPrice = Close;
> Sell = Ref(Buy,-1);
> SellPrice = Open;
>
> -If I use SetOption("AllowSameBarExit", False) then I cannot sell and
> buy on the same day, e.g. I cannot sell in the morning and buy the
> same afternoon. The script will instead select different stocks to buy
> even though the stocks sold that morning have a higher position score.
> -If I use SetOption("AllowSameBarExit", True), then the above AFL buys
> and sells on the same day instead of holding overnight.
> -ExRemSpan(Buy,1) has the same problem as above, it can't sell & rebuy
> on the same day.
> -I thought SetOption("HoldMinBars",2) looked promising, but when I try
> that I get an error message stating that I can't use HoldMinBar unless
> AllowSameBarExit is also False. Again, see above.
>
> Does anyone know how to do this? I've spent quite a bit of time on it
> and I'm thinking it may be an oversight/limitation of the current AFL
> language options. Thanks for any help,
>
> -Joel
>
>
>
>
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