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Thanks for the Help David
BUT if tomorrows High is not greater than todays high buy signal
it still buys the high for tomorrow when if the price does not trade
HIGHER it shouldn't make a trade.
In other words if tomorrows high price is less than todays high there
should be no trade and using your example still will buy at tomorrows
high even if it is less than today's high.
Thanks
Ernie
--- In amibroker@xxxxxxxxxxxxxxx, "dbw451" <dbw451@xxx> wrote:
>
> Hi Ernie,
>
>
>
> I don't exactly understand what you're trying to do, but maybe
something
> like this helps:
>
>
>
> SetTradeDelays(1,1,1,1);
>
> BuyStop = Ref(H,-1)*1.01; //the formula for Buy stop level;
>
> SellStop = Ref(L,-1)*0.99; //the formula for Sell stop level;
>
>
>
> BuyPrice = Max( BuyStop, Low ); // make sure buy price not less
than Low
>
> SellPrice = Min( SellStop, High ); // make sure sell price not
greater than
> High
>
>
>
> Buy = H > BuyPrice;
>
> Sell = L < SellPrice;
>
>
>
> If this is a buy and short system, then the Sell and SellPrice
variables
> should be Short and ShortPrice. One problem you'll have with the
BuyPrice
> and SellPrice is when they are equal to the Low or High. This will
not
> reflect reality because it's pure luck to catch the high or low
price for a
> day. A better approach would be to use the Open price:
>
>
>
> BuyPrice = IIf(O > BuyStop, O, BuyStop); // make sure buy
price not
> less than Low
>
> SellPrice = IIf(O < SellStop, O, SellStop); // make sure sell
price not
> greater than High
>
>
>
> Hope this is of some use.
>
>
>
> Regards,
>
>
>
> David
>
>
>
>
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Ernie Newman
> Sent: 02/26/2007 5:26 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Help NEEDED with BuyPrice
>
>
>
> I am trying to back test different systems that want to buy
> Todays High Price + .125 and the following code works only when the
> next days price is > the h,-1 otherwise it will buy the h of the
> entry day and not the day before.
> This should a simple thing to do but I can't make it work??
> THANKS
> Ernie
>
> CondA = C > O;
> CondB = O < C;
> SetTradeDelays(1,1,1,1);
> BuyStop = Ref(H,-1); // *1.01; //the formula for Buy stop level;
>
> SellStop = Ref(L,-1)*0.99; //the formula for Sell stop level;
>
> Buy = CondA;
>
> Sell = CondB;
>
> BuyPrice = Max( BuyStop, Low ); // make sure buy price not less
than
> Low
>
> SellPrice = Min( SellStop, High ); // make sure sell price not
> greater than High
>
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