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Graham,
What I am trying to do is to buy when condition1 is met and the Stocashtic K is going up from lower than 25 in the last X days. I am using 5 days now.
I eliminated the condition1 and tried this code, but it still didn't signal a buy on 3/14. I have the chart at http://www.ethingamajigs.com/Chart.jpg
//Buy Signals
Condition1 = C > Dropline AND Ref(C,-1) < Ref(Dropline,-1);
Cond1=StochK() > Ref(StochK(),-1);
Cond2=MACD() > Ref(MACD(),-1);
Cond6=StochD()<25;
Cond7=BarsSince(Cond6) <=7;
//Sell Signals
Condition10 = C < Increase AND Ref(C,-1) > Ref(Increase,-1);
Cond11=StochK() < Ref(StochK(),-1);
Cond12=MACD() < Ref(MACD(),-1);
Cond16=StochD()>75;
Cond17=BarsSince(Cond16) <=7;
//Buy and Sell orders
Buy = Cond1 AND Cond7;
Sell = cond11 AND Cond17;
//Short and Cover conditions
Short = Sell;
Cover = Buy;
Thanks,
Tom
----- Original Message -----
From: Graham
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, December 11, 2006 5:04 PM
Subject: Re: [amibroker] Help with buy formula
This is an incorrect expression which could be open to misinterpretation
Cond1=StochK() - Ref(StochK(),-1) >1;
What it is saying is
StochK() - (Ref(StochK(),-1) >1) which breaks down to either StochK() - 1 or StochK() -0
If StochK()==1 then it would return false, otherwise true
Try this, although I do not quite understand the logic of this condition
Cond1= ( StochK() - Ref(StochK(),-1) ) >1; which means current bar StochK is more than 1 unit above previous value
Are you wanting the StochK to be rising?
Cond1= StochK() > Ref(StochK(),-1);
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
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On 12/12/06, M. Smith <ink@xxxxxxxxx> wrote:
Dave, would you write that out, I have tried and it still gives me an error, but the error now is related to my change. Please. Thanks. Masrhall
----- Original Message -----
From: Dave
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, December 11, 2006 6:30 AM
Subject: RE: [amibroker] Help with buy formula
Place your increase statement above your condition statements.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of M. Smith
Sent: Monday, 11 December 2006 1:46 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Help with buy formula
I loaded this formula and it gave me an error message. "condition 10=c<increase AND Ref(c,-1)>ref increase. Message was variable 'increase' used without having been initialized. Can you help me out, Please. Marshall
----- Original Message -----
From: professor77747
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, December 10, 2006 3:23 PM
Subject: [amibroker] Help with buy formula
When I backtest my formula, all the buys and sells are shown
correctly except one. I cannot figure out what is wrong. Here is the
buy and sell code:
//Buy Signals
Condition1 = C > Dropline AND Ref(C,-1) < Ref(Dropline,-1);
Cond1=StochK() - Ref(StochK(),-1) >1;
Cond2=MACD() > Ref(MACD(),-1);
Cond6=StochD()<25;
Cond7=BarsSince(Cond6) <=7;
//Sell Signals
Condition10 = C < Increase AND Ref(C,-1) > Ref(Increase,-1);
Cond11=StochK() - Ref(StochK(),-1) < 1;
Cond12=MACD() < Ref(MACD(),-1);
Cond16=StochD()>75;
Cond17=BarsSince(Cond16) <=7;
//Buy and Sell orders
Buy = BarsSince(Condition1) <=5 AND Cond1 AND Cond7;
Sell = BarsSince(Condition10) <=5 AND cond11 AND Cond17;
//Short and Cover conditions
Short = Sell;
Cover=buy;
Graham wrote the code for the Condition1 and Condition10. It plots an
arrow on the graph so I know that it works. I have checked the
stochastic and macd for the buy in question and these are the
figures:
3/10 Stok = 20.06
3/13 Stok = 26.42
3/14 Stok = 34.98
3/13 Macd = -1.74
3/14 Macd = -1.54
3/14 Green up arrow
The formula should have covered my short and placed a buy.
It held my short and did not place a buy.
Everything else is perfect except that one day. I have backtested
from 9/2/05 and have 12 trades.
Thanks,
Tom
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