RE: [amibroker] First Value When

[Ken Close <ken45140@xxxxxxxxx>]

Ara:
 
Again, thanks for responding. Unfortunately, neither of your suggestions
panned out (syntax errors in both).
After much searching and testing and discovering Antonio Marra's 2004 code
in the Library for FirstBarIndex, I made some slight modifications to
Antonio's code for a date range and now am getting the Price at the first
buy in a range.
 
Ken
 
function FirstBarIndex(Condition,Offset)

{

     TotalBarsIndex = LastValue(BarIndex());

     a = 0;

     b = LastValue(Offset);

     Counter = b;//0;

     for (a = b ;a < TotalBarsIndex; a++)

     {

       Counter = Counter+1;

       if (

           IsTrue(Condition[a])

          )

       a = TotalBarsIndex;

       }

     result = Counter-1;

 

     return result;

}

 

FBIR  = Status("FirstBarInRange");

Offset = ValueWhen(FBIR,BarIndex());

First_Bar = FirstBarIndex(Buy,Offset);

FirstBuy = ValueWhen( BarIndex()== First_Bar,C,1);




  _____  

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Ara Kaloustian
Sent: Sunday, February 04, 2007 2:10 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] First Value When


Ken, 
 
if you can define your range (first bar in range), then you can find the
first buy bar by using valuewhen() and looking into the future (n= -1).
 
Offset = BarIndex() - FirstBarInRange;
Ref(ValueWhen(Buy==1,BarIndex(),-1),-Offset);
 
This will start looking for a Buy signal after your firstbarin range.
 
Alternately, you can certainly use a loop.
 
m=Firstbarinrange-1;
count = 0;
// Use count to limit number of loops in case of getting in an infinite
loop.
do
{
m++;
count++;
} (while Buy==0 and  count < 100);
 
BuyBar = m;
 
but if you are planning on using the backtester in this application, you may
have some issues if you use loops.
 
Array processing that AB uses has been a blessing due to its speed and a
headache due to issues like this - at least for me.
 
Ara

----- Original Message ----- 
From: Ken Close <mailto:ken45140@xxxxxxxxx>  
To: amibroker@xxxxxxxxxxxxxxx 
Sent: Sunday, February 04, 2007 10:43 AM
Subject: RE: [amibroker] First Value When

Ara:  thanks for the suggestion, which caused me to go off and study
StaticVars, which I have not used before.
 
Now, having studied it, I am left with my original problem.  How do I set
the Static Variable to the Price (or Shares) when there was the first Buy
signal?  Part of what is causing me problems is that I have a test range
that is less than the total number of bars of data for the ticker.  I want
the first buy within the test range, yet status(barinrange) is not helping
me isolate the buys.  I have been trying all of this with full arrays, and
perhaps need to go into a loop and check each bar.  I also have not used the
custom backtester.  It seems this problem can be solved using plain ol'
arrays.
 
Grrrr.  Any further suggestions?

  _____  

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Ara Kaloustian
Sent: Sunday, February 04, 2007 12:53 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] First Value When


Ken,
 
why not save the number of shares (when initially bought), into a static
variable?
 
Ara

----- Original Message ----- 
From: Ken Close <mailto:ken45140@xxxxxxxxx>  
To: amibroker@xxxxxxxxxxxxxxx 
Sent: Sunday, February 04, 2007 8:07 AM
Subject: [amibroker] First Value When

I want to determine the stock price (to become the Buyprice) at the very
first Buy signal in a series of buy signals over a range.
 
When I have written 
 
ValueWhen(Buy, Close);
 
I get changing buy prices at each Buy signal.
 
I have tried counting the number of Buy signals in the Range, and using
 
ValueWhen(Buy, Close, NumbBuys);  but that does not seem to get it.
 
What I am doing is using the BuyPrice to determine the number of shares
purchased at that very first buy signal, then wanting to maintain that same
number of shares throughout the range.
 
Any suggestions to solve my problem?
 
Thanks,
 
Ken




 

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