PureBytes Links
Trading Reference Links
|
I have to define gap?
In my formula I use gapup() and gapdown() which are original AFL
codes. But if thats not good enough, a gap up, may also be that the
open is 1% > ref(c,-1) or so. That's not the point, I can do tests
afterwards which % suits best. I am interested herein cause when I
added not to buy or short when there was a gapup() or gapdown() this
improved my results. But this delays my trading for only 5 minuts of
course...
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxx> wrote:
>
> 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@> 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
> > >
> >
> >
> >
> >
> > ------------------------ Yahoo! Groups Sponsor
> > --------------------~-->
> > Transfer from your equities account.
> > Receive up to $1,000 from GFT. Click here to learn more.
> > http://us.click.yahoo.com/aZttyC/X_xQAA/cosFAA/GHeqlB/TM
> > --------------------------------------------------------------
> > ------~->
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Transfer from your equities account.
Receive up to $1,000 from GFT. Click here to learn more.
http://us.click.yahoo.com/aZttyC/X_xQAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|