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j12012_30,
Although your code may seem to work correctly, you are setting
a 'future' bar (i+1) at the 'i.th' 'present' bar in computational
time sequence as follows:
> for (i=0; i< BarCount; ++i)
> {
> if (Buy [i] AND i+1<BarCount)
> Sell [i+1] = 1;
> }
Normally, this shouldn't matter, but because of the manner in which
AFL processes arrays, it may matter. This MAY be one factor creating
your unexpected problem. A preferable way (in my opinion), is to
adjust the looping code as follows:
for (i=1; i< BarCount; ++i) {
If ( Buy[i-1] ) Sell[i]=1 ; }
Here, you are setting a 'present' value ('Sell') based upon
a 'previous' bar's ('Buy') value in the loop. Note that loop-
variable initialization and subscripts are changed slightly.
Note also, that by coding as I suggest, you can get rid of the 'AND
i+1<BarCount' superfluous in-loop time-wasting calc!! (;->)
If you're still having problems with Sell values and/or timing,
perhaps they are being replaced by an array computation that occurs
after the loop computation above, OR as other posters have stated,
perhaps your 'trade delay' settings are in conflict with what you
expect. If you, say, Buy on NEXT bar's 'open' (delay=1), but Sell on
THIS bar's close (delay=0), then you'd probably see the results
you're getting.
Another thing to be aware of is that on ANY bar the Close exceeds
200, a Buy=1 will be generated. Once an 'uptrend' occurs where Close
continually exceeds 200, Buy=1 will be generated for EACH one of a
continuing sequence of adjacent bars!! Is this what you really want?
You need to be very clear on how you want your 'Buy' signals to be
generated, and the CROSS function mentioned in a previous post may be
more appropriate.
As to other AFL references, I've found an EXCELLENT one to be Howard
Bandy's book: 'Qunatitative Trading Systems' (available at
www.quantitativetradingsystems.com). There are MANY useful AND
PRACTICAL AFL examples given throughout the book, from very simple to
very complex. This is also a SUPERB (in my opinion) reference for
development of trading systems in general. I HIGHLY recommend it!!
(;->)
Hope all this helps a bit....
Buzz
--- In amibroker@xxxxxxxxxxxxxxx, "jl2012_30" <jl2012_30@xxx> wrote:
>
> I'm totally new to Amibroker and am trying to figure out how its
> array works. I have quite extensive experience with C programming
and
> understand that AFL works pretty much like C. However, when I try
> programming with arrays, I get very unpredictable results...
>
> For instance, with the code below, I would expect the system to buy
> when the close is greater than 200 (it does this as expected). I
> thought it should sell the next day, since I wrote Sell [i+1] = 1.
> However, the system sells on the same day instead.
>
> I know I'm missing something here. Any help will be very much
> appreciated.
>
> Btw, just wondering if there's any other books/reference guides out
> there on AFL, besides the user guide. Thanks.
>
> --------------------------------
> Buy = C > 200;
> Sell = 0;
>
> for (i=0; i< BarCount; ++i)
> {
> if (Buy [i] AND i+1<BarCount)
> Sell [i+1] = 1;
> }
>
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