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For entry and scaling in/out use Buy for long trades, Short for short trades For exits Sell and Cover Because scaling uses Buy and Short you need to define the buyprice and shortprice for the scaling
Sell[i] = 1; defines Sell as one, ie exit the trade, similar for Cover[i]=1; for short trade exit
-- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com
On 17/05/07, Ed Middleton <jjj_98@xxxxxxxxx> wrote:
Thx Graham, I'll give them a try. Just a bit
confused on why you use BuyPrice with sigscale out but if you look further down
in the code they use SellPrice when just closing all remaining positions.
Can you explain?
What does the Sell[i]=1 suppose to do? Is
this just for the long section of the code? Would you use Buy[i] = 1 for
the Short side?
thx again,
Fred
----- Original Message -----
Sent: Wednesday, May 16, 2007 5:52
PM
Subject: Re: [amibroker] Re: Scale Out
Question
These may not be all the errors, but just a couple in quick look
At
the sigscale you should use BuyPrice
Buy[i] =
sigScaleOut; BuyPrice[i] = FirstProfitTarget + PriceAtBuy;
and at
teh exit you need to use Sell
if(Exit == 2) { Sell[i] =
1;
In your short section make sure you use Short and Cover, not Buy and
Sell
-- Cheers Graham AB-Write >< Professional AFL
Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com
On
17/05/07, jjj_98 <jjj_98@xxxxxxxxx> wrote: >
Spent another day on this problem. Very frustrated at this point. > Even
when I reduce the whole thing down to just the trailing stop > portion
on the buy side only it still does not work. Has anyone been > able to
get this code from the Pyramiding section of the website to > work? Are
there things missing in the code or has it been updated > recently? Does
this code need to follow or precede the > normal "Buy", "Sell", "Short",
"Cover" instructions in the code? > > Any tidbit of advice on this
would be very appreciated. > > thx, > >
Fred > > > > > --- In amibroker@xxxxxxxxxxxxxxx,
"jjj_98" <jjj_98@xxx> wrote: > > > > Hi, >
> > > Trying to scale out of a position in my code and used the
code from > > one of the articles on the AB website. What is
happening is that > the > > program does not recognize the
profit targets or trailing stops > that > > have been set up in
the code. At one point it was recognizing it, > > but not correctly
and when it scaled out it scaled out 100% rather > > than
50%. > > > > I've spent a few hours trying to make this
work. I'd really > > appreciate it if anyone could take a look at the
portion of the > code > > in question below and let me know if
they see any obvious > problems. > > Yes, I have defined
TrailingStop and FirstProfitTarget parameters. > > > >
thx, > > > > PriceatBuy = 0; > > PriceatShort =
0; > > HighSinceBuy = 0; > > LowSinceShort = 0; > >
Exit = 0; > > > > for( i = 0; i < BarCount; i++) >
> { > > if(PriceAtBuy == 0 AND Buy[i]) > > { > >
PriceAtBuy = BuyPrice[i]; > > } > > if(PriceAtBuy >
0) > > { > > HighSinceBuy = Max(High[i] ,
HighSinceBuy); > > if(Exit == 0 AND High[i] >=
(FirstProfitTarget + > > PriceAtBuy)) > > { > > //
first profit target hit - Scale Out > > Exit = 1; > > Buy[i]
= sigScaleOut; > > SellPrice[i] = FirstProfitTarget +
PriceAtBuy; > > > > } > > if(Low[i] <=
(HighSinceBuy - TrailingStop)) > > { > > // trailing
stop hit - exit > > Exit = 2; > > SellPrice[i] =
(HighSinceBuy - TrailingStop); > > } > > if(Exit ==
2) > > { > > Buy[i] = 0; > > Exit = 0; > >
PriceAtBuy = 0; > > HighSinceBuy = 0; > > } > >
} > > > > if(PriceatShort == 0 AND Short[i]) > >
{ > > PriceatShort = ShortPrice[i]; > > } > >
if(PriceatShort > 0) > > { > > LowSinceShort = Min(Low[i]
, LowSinceShort); > > if(Exit == 0 AND Low[i] <=
(PriceatShort - > > FirstProfitTarget)) > > { >
> // first profit target hit - Scale Out > > Exit = 1; >
> Short[i] = sigScaleOut; > > } > > if(High[i] >=
(LowSinceShort + TrailingStop)) > > { > > // trailing
stop hit - exit > > Exit = 2; > > BuyPrice[i] =
(LowSinceShort + TrailingStop); > > } > > if(Exit ==
2) > > { > > Short[i] = 0; > > Exit = 0; >
> PriceatShort = 0; > > LowSinceShort = 0; > > } >
> > > } > > > > } > >
SetPositionSize(50,spsPercentOfPosition*((Buy ==
sigScaleOut)+ > (Short > > == sigScaleOut))); >
> //scale out of 50% of position >
> > > > > > 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
> >
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