|
PureBytes Links
Trading Reference Links
|
It's not a matter of how smart or not AB is ... Only of how granular
the data is and possibly how smart the user is ...
--- In amibroker@xxxxxxxxxxxxxxx, "Clement Chin" <yitman@xxx> wrote:
>
> Thanks. You have shown me one of the ways to write the AFL. I
think if we
> have smaller timeframe data, Amibroker may be smart enough to look
inside
> each bar to verify which one happens first. :>
>
>
>
> Clement
>
>
>
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Fred
> Sent: Wednesday, June 06, 2007 11:20 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: How to check whether a Buy Stop is hit
first or its
> Protective Stop is hit first?
>
>
>
> For any given bar you can't tell which event occured first ... If
you
> need more granularity you'll need to move to shorter timeframe
> oriented data ...
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%
40yahoogroups.com> ,
> "Clement Chin" <yitman@> wrote:
> >
> > Anyone can show me something for this case? TIA.
> >
> > +++
> >
> >
> >
> >
> >
> > Hi,
> >
> >
> >
> > I put a Buy Stop to buy breakouts from high of last bar. A
> protective stop
> > is attached to the Buy Stop to protect the order once the Buy
Stop
> is hit.
> >
> >
> >
> > I use 30-minute bar to make decision.
> >
> >
> >
> > Here is a case.
> >
> >
> >
> > The previous high is 1.3050. I will buy at 1.3051. Once entry, I
> will put a
> > protective sell stop at 1.3041. I want to back test the system.
> >
> >
> >
> > From the 30-minute chart, the next bar has a high of 1.3090 and
a
> low of
> > 1.3020. Apparently, my Buy Stop is hit sometime during the 30-
minute
> > session. My planned protected stop is hit also sometime during
the
> same
> > session. The price may hit my Buy Stop first and then hit my
> protective stop
> > later... Or it may hit the low of the 1.3020 first, and move all
> the way up
> > to 1.3090 where I have a good trade.
> >
> >
> >
> > How do I know which one is hit first? The low of the bar or the
Buy
> Stop? Or
> > other possibilities? How can I accurately write AFL to track if
my
> entry is
> > handled accurately?
> >
> >
> >
> > There are many possibilities inside the next 30-minute bar, i.e.
if
> the low
> > is reached first, I may have a good trade; if my entry is taken
> first and
> > then the low, I will be killed somewhere. Can I accurately know
> what happen
> > inside the 30-minute bar? Do I need to use a smaller timeframe,
i.e.
> > 1-minute?
> >
> >
> >
> > Please give me your advice. Thank you in advance.
> >
> >
> >
> > Clement
> >
>
>
>
> __________ NOD32 2305 (20070601) Information __________
>
> This message was checked by NOD32 antivirus system.
> http://www.eset.com
>
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/
|