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I think, another way how to code this is:
waitPeriod = 10;
triggerPercentage = 1;
SetupLong = Hold(C < BBandBot(C, 20, 2), waitPeriod);
SetupPriceLong = ValueWhen(SetupLong,H) * triggerPercentage;
Buy = Cross(H, SetupPriceLong) AND SetupLong;
BuyPrice = SetupPriceLong;
Greetings, Thomas
> This code (snippet) was posted in another thread a few days ago (and I
> can't find it!!) It implements a wait period for a setup gracefully using
> exRamSpan. You could use bits of this for 2.
> If you know who wrote the code please pass on my regards:
>
> waitPeriod = 10;
> triggerPercentage = 1;
>
> SetupLong = ExRemSpan(C < BBandBot(C, 20, 2), waitPeriod);
> SetupPriceLong = ValueWhen(SetupLong,H) * triggerPercentage;
> Buy = Cross(H, SetupPriceLong) && BarsSince(SetupLong) < waitPeriod;
> BuyPrice = SetupPriceLong;
>
> bernardedmond01 wrote:
> > Hi GP
> > Both good points. I'm afraid I'm at the start of my learning curve
> > on AFL.
> > 1. Triggerpoint is supposed to be the value at the Longsetup.
> > 2. No, of course, would not want to buy if a stop had been triggered
> > in the meantime. Suppose would want to enter within 5 bars.
> > How should code be amended?
> > Here's my attempt:
> >
> > Longsetup = xxx;
> > period = 5;
> > Triggerpoint = ValueWhen (Longsetup, HHV(H,3));
> > Buy = Cross(H,Triggerpoint) AND BarsSince (Longsetup)<=period AND
> > Sell == 0;
> >
> > What do you think?
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx>
> >
> > wrote:
> >> A couple of issues here.
> >>
> >> Firstly, is Triggerpoint supposed to be the value at the Longsetup
> >
> > bar
> >
> >> or the current bar? If the latter, then you'll never get a trigger
> >> because H can never be greater than HHV(H,3)+0.01. If the former,
> >
> > then
> >
> >> you need to latch in the value of HHV(H,3)+0.01 at the Longsetup
> >
> > bar
> >
> >> until you get the trigger.
> >>
> >> Secondly, is there any condition to cancel your Longsetup before
> >> getting the trigger condition? For example, if the stock completely
> >> tanks immediately after the Longsetup condition, do you still want
> >
> > to
> >
> >> buy when the trigger condition is subsequently met (ignoring the
> >
> > first
> >
> >> issue above), even if it's at a much lower price and/or much later?
> >>
> >> GP
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
> >>> Look at the FLIP command to maintain your initial setup
> >
> > condition,
> >
> >> then use
> >>
> >>> AND H>Triggerpoint.
> >>>
> >>> Once triggered, use FLIP again to reset.
> >>>
> >>> ----- Original Message -----
> >>> From: "bernardedmond01" <bernardedmond01@>
> >>> To: <amibroker@xxxxxxxxxxxxxxx>
> >>> Sent: Thursday, June 14, 2007 4:54 PM
> >>> Subject: [amibroker] Buysignal + wait
> >>>
> >>>> Hi all
> >>>> How do I say the code in square brackets:
> >>>>
> >>>> Triggerpoint = HHV(H,3) + 0.01;
> >>>> Longsetup = xxx;
> >>>> Buy=Ref(Longsetup,-1) = = 1 [and wait until H>Triggerpoint];
> >>>>
> >>>> that is, the Lonsetup occurred on the previous bar but I don't
> >
> > enter
> >
> >>>> until the high>Triggerpoint (which may be on the same or a
> >
> > later bar)?
> >
> >>>> Thanks
> >>>>
> >>>>
> >>>>
> >>>>
> >>>> 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:
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> >>>> Yahoo! Groups Links
> >
> > 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
>
> 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
>
>
>
Please note that this group is for discussion between users only.
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