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like Thomas says you can get multiple signals which
complicates things. In the code below I remove all signals in the waitPeriod
after you get the first signal. Maybe a bit of a tough solution but I can
only think of using a loop to get rid of these additional signals, I would not
know how to do it using array based calculations (see chart for
result).
SetBarsRequired(10000,10000);
triggerPercentage = 1.03;
waitPeriod = 15;
Setup = C < BBandBot(C,20,2);
for (i = 0; i < BarCount - waitPeriod; i++) {
if (Setup[ i ]) {
for (j = i + 1; j < i + waitPeriod; j++) {
Setup[ j ] =
0;
}
i = j;
}
}
BarssinceSetup = BarsSince(Setup);
SetupPrice = ValueWhen(Setup,H) * triggerPercentage;
SetupPrice = IIf(BarssinceSetup <
waitPeriod,SetupPrice,Null);
Buy = Cross(H,SetupPrice) AND !IsNull(SetupPrice); BuyPrice = IIf(O > SetupPrice,O,SetupPrice);
SetChartOptions(0, chartShowDates);
GraphXSpace = 5;
Plot(C,"C",1,64);
Plot(BBandBot(C,20,2),"",colorGold,1);
Plot(SetupPrice,"",colorLightBlue,1);
PlotShapes(IIf(Setup,shapeSmallCircle,0),colorYellow, layer =
0, yposition =
L, offset =
0 );
----- Original Message -----
Sent: Wednesday, March 21, 2007 8:08
AM
Subject: RE: [amibroker] Hold and
Valuewhen functions
I think you are wondering because setups on following bars overwrite
the
first setup and therefore they are producing new "setup
prices".
Thomas
www.patternexplorer.com
From:
amibroker@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com] On
Behalf
Of bernardedmond01
Sent: Wednesday, March 21, 2007 4:15 AM
To:
amibroker@xxxxxxxxxps.com
Subject:
[amibroker] Hold and Valuewhen functions
I wondered whether you could
tell me where I'm wrong with this basic
formula. I want it to hold my
setup for 5 bars and then buy once the
high is more than 15% higher than
the setup price. I'm having
difficulty with the hold and value when
functions.
Thanks in advance.
Setup = C<BBandBot
(C,20,2);
Buyzone= Hold(Setup,5); //What I'm trying to say here is
once I have a
setup, hold it up to 5 periods//
SetupPrice = ValueWhen
(Setup,H); //What I'm trying to say here is the
setup price is the high of
the setup//
Buy = Buyzone AND H>SetupPrice*1.15;
Sell =
0;
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