Re: [amibroker] Entry Time Delay, AmiBroker Email List Archive

Herman,

Actually I think you meant to type:

Buy = Buy AND BarsSince(Sell)>=5 AND BarsSince(Cover) >=5;

similarily,

Short = Short AND BarsSince(Sell)>=5 AND BarsSince(Cover) >=5;

In my head this should only allow a "Buy" (or "Short") 5 bars after the last trade exit.

Now the problem with this approach is that there cannot be a Sell Or Cover without a trade (A Buy or Short)first being put on by definition. You cannot end a trade without first putting on a trade. In the above, you cannot put on a trade until 5 days after a Sell or Cover. So when you run this code, no trades are initiated.

If there was a way of initiating the code with a Sell and Cover signal on Bar "0" then I'd assume that on Bar 5 that the conditions in the Buy and Short code at the top would be satisfied. I don't know how to intiate the code so that it starts with a sell and cover signal.

I've tried: Sell = Cover = 1

I've tried in my if loop,

If (i == 0)

{

sell(i) = 1;

cover(i) = 1;

}

Neither has worked.

Am I missing something in your logic?

thanks,

Fred

----- Original Message -----

From: Herman

To: Ed Middleton

Sent: Friday, June 29, 2007 5:31 AM

Subject: Re: [amibroker] Entry Time Delay

Your system here...

Sell = Sell AND BarsSince(Sell) >= 5;

herman

Thursday, June 28, 2007, 9:36:11 PM, you wrote:

>

Ok now really frustrated. Nothing seems to be working.

Here's what I want to do:

Wait 5 bars after a sell or cover before buying or shorting again. You would think this was simple but as you can see below it is causing me some trouble. Any help would be appreciated.

thx,

Fred

----- Original Message -----

From: Ed Middleton

To: amibroker@xxxxxxxxxps.com

Sent: Thursday, June 28, 2007 2:37 PM

Subject: Re: [amibroker] Entry Time Delay

Ok, I've found the problem. BarsSince(Sell) and BarsSince(Cover) never = anything because there is not Sells or Covers to get a value from and thus no buys or shorts. Somehow I need to be able to allow the first buy or Short to occur then everything will be ok.

Any suggestions?

thx,

----- Original Message -----

From: Ed Middleton

To: amibroker@xxxxxxxxxps.com

Sent: Thursday, June 28, 2007 11:48 AM

Subject: Re: [amibroker] Entry Time Delay

Also tried:

BarsSinceExit = Min(BarsSince(Sell),BarsSince(Cover));

Added to Buy and Short lines:

AND (BarsSinceExit > 0);

This should have gotten me in on the next 5 minute bar. No luck with this procedure either. I'm missing something in my programming logic.

----- Original Message -----

From: jjj_98

To: amibroker@xxxxxxxxxps.com

Sent: Thursday, June 28, 2007 11:04 AM

Subject: [amibroker] Entry Time Delay

After exiting a trade I want to wait 5 minutes before re-entering a

trade so here's what code I've tried but it does not seem to be

making a difference in the next entry. Do you see any problems?

//Initialize last trade exit times

LastSellTime = LastCoverTime = 000000;

// Calculates Amount of time since last exit

TimeSinceLastTrade = Min((TimeNum() - LastSellTime),(TimeNum() -

LastCoverTime));

// I added this to my BUY and SHORT instructions so that the time to

re-enter the next trade must be greater than 5 minutes.

AND (TimeSinceLastTrade > 000500);

//In my logic added the following to get the time of the Last Sell

and Last Cover

if(Sell[i] == 1)

{

LastSellTime = TimeNum();

}

if(Cover[i] == 1)

{

LastCoverTime = TimeNum();

}

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