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Re: [amibroker] Re: Risk:Reward ratio custom code - not working



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You may have to use SetBarsRequired()


herman


Friday, February 23, 2007, 8:31:35 AM, you wrote:


> Hello Alex,


> I only have a minute and can't go into your code fully,


> On the off chance it helps.


> I was debugging today and found the cause of my challenge was 

> ValueWhen - it only looks back so far - the number bars lookback is 

> limited - at least in my code anyway.


> Plot this and scroll any chart with a few hundred bars to see what I 

> mean.


> V = ValueWhen((BarIndex() == 0),C, 1);


> Plot(V,"BarIndex0Close",1,1);


> After so many bars from bar0 the value returned is {Empty}.


> It might be your problem.


> Regards,


> BrianB2.


> --- In amibroker@xxxxxxxxxxxxxxx, "dralexchambers" 

> <dralexchambers@xxx> wrote:


>> Hi,


>> I am writing some AFL that outputs a Risk:Reward ratio for each 

> trade

>> to an HTML file.


>> I am using the AFL code at the bottom of this email.


>> The code outputs trades and ratios correctly from 2001-27/09/2005, 

>> but then trails off. This is strange, as I have trades entering and 

>> exiting up to 2007. You can see this HTML output here:


>> http://alexanderchambers.freewebspace.com/AdvancedTradeOutput.html


>> If anyone could try this code out and advise I'd be really grateful.


>> Alex


>> ===========================================================


>> dtBuy = ValueWhen(Buy,DateTime());     // Date of buy

>> dtSell= ValueWhen(Sell,DateTime());    // Date of sell


>> rskL = IIf(Sell, (ValueWhen(Buy,LongStopBuy) - 

>> ValueWhen(Buy,LongStop)), 0); 

>> rwdaL = IIf(Sell,(SellPrice-ValueWhen(Buy,BuyPrice)),0);

>> rrwdL = 0;

>> rrwdL = rwdaL / rskL;     // This is the Risk:Reward ratio - works 

>> fine   


>> a = "<html><body><table border='1'><tr><td>Direction</td><td>In</

>> td><td>Out</td><td>Risk:Reward</td></tr>";


>> for (i=1; i<BarCount; i++)

>> {

>> if (Sell[i])

>>       {       

>>               a = a + "<tr><td>BUY</td><td>"+DateTimeToStr(dtBuy[i])

> +"</

>> td><td>"+DateTimeToStr(dtSell[i])+"</td><td>"+rrwdL[i]+"</td></tr>";


>>       }

>> }






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