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RE: [amibroker] Re: Trade stop after GapUp or GapDown



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Trading Reference Links

First, YOU have to define gap (in English) so that a formula can be written.

d 

> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx 
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of optiekoersen
> Sent: Tuesday, March 06, 2007 3:29 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Trade stop after GapUp or GapDown
> 
> Hi David,
> 
> I already use sessionstart and so on. But I like to delay the 
> tradingstart ONLY if I have a gapup or down. I would like to see if I 
> can improve my results and drawdown when I don't trade for a while 
> after a gap. I don't get this fixed, unfortunately...
> 
> Regards, Ronald
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "dbw451" <dbw451@xxx> wrote:
> >
> > Hi Ronald,
> > 
> >  
> > 
> > You could use something like this to delay your system's entry time:
> > 
> >  
> > 
> > SessionStart = 100000;
> > 
> > SessionEnd = 154500;
> > 
> >  
> > 
> > BarTime = TimeNum();
> > 
> > bSession = BarTime >= SessionStart AND BarTime <= SessionEnd;
> > 
> >  
> > 
> > Buy = <your logic> AND bSession;
> > 
> > Sell = <your logic> AND bSession;
> > 
> >  
> > 
> >  
> > 
> > Regards,
> > 
> >  
> > 
> > David
> > 
> >  
> > 
> >   _____  
> > 
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
> On Behalf
> > Of optiekoersen
> > Sent: 03/06/2007 2:47 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Trade stop after GapUp or GapDown
> > 
> >  
> > 
> > Hello,
> > 
> > Is there anyone who can help me with the following problem. I have 
> a 5 
> > minuts trading system, but when the day starts with a Gapup or 
> Gapdown, 
> > this messes up my indicators. So I am wondering if it is possible 
> to 
> > program something so that I don't get any signals for 1 or 2 hours 
> > after a gap. If this is programmable, then I will be able to get a 
> > clear insight in the effects of such a gap on my results.
> > 
> > I hope someone can help me out.
> > 
> > Greets Ronald
> >
> 
> 
> 
> 
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