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This should be possible. The reason Sell = Ref(Buy,-1); doesn't work is
because you have a Buy every single day, thus it is always true (doesn't
wait for the next day because yesterday is true as well, and sells same
day open. I would think Hold 1 bar should work OR ApplyStop using nBar
stops and 1.
Another idea:
SetTradeDelays(0,1,0,1);
Buy = True;
Sell = True;
However, you may have discovered a limitation since you are buying and
selling (or rather selling and buying) on the same bar.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of onlyobsession2k3
Sent: Monday, November 13, 2006 07:09
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: How to Repeatedly Buy @ Close, Sell @ Open?
Good thought, but it still behaves the same way. I think what I'm
looking for is something like a new option "AllowSameBarEntry",
because "AllowSameBarExit" is disallowing me from closing & re-
opening a new trade in the same day, when all it should really do is
prevent me from opening & closing the same trade in the same day.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> 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@xxx>
> 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
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
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