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[amibroker] Re: Trade stop after GapUp or GapDown



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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
> > >
> > 
> > 
> > 
> > 
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> > To get support from AmiBroker please send an e-mail directly to 
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> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> > 
> > 
> > 
> >
>




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