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Hi, you didn't answer an important question, are you using this
intraday or eod. Or even better, are you using this with live or
static data?
If you are using this with live intraday data the buyPrice will be
set to the value in the formula at the time the condition is true. If
you sent this to a broker at that moment that would be your buyprice.
If you are back testing using historical, if it ain't live it is
historical, data then the results will be different. You will have to
change the formula to determine if at any time in the current bar it
was 1 tick greater than the Ref(h,-1) and set the BuyPrice to that.
But if you plan to use this live don't change the formula.
When using live data C is the value of the last trade. So you would
want to use C when comparing the high of the last bar. When current C
is 1 tick above the high of the previous bar that satisfies the
condition and you would set the buyprice to that value. C of the
current bar can end anywhere but the buyprice was set when the
condition was true.
I hope this is clear. It takes a little different mind set when
working with or designing for live data.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "roc_intl" <roc_intl@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "David Smith" <david.smith5@>
wrote:
> >
> > Hi, are you doing end of day trading with a stop entry intraday?
If
> so, it is just
> >
> > Buy = H >= ref(H,-1) + tick; // tick is whatever minimum you
specify
> > BuyPrice = max(open, ref(H,-1)+tick); // account for gaps unless
> doing a stop limit order
> >
> > Dave
> >
> > ----- Original Message -----
> > From: roc_intl
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, January 20, 2008 3:50 PM
> > Subject: [amibroker] Market buy stop entry code, help please
> >
> >
> > Hi, I am a new guy here.
> >
> > I have read through many posts, but I still could not find the
> > following simply expression:
> >
> > Buy if current market price 1 tick above hight of previous bar.
I want
> > to trigger the buy immediately.
> >
> > I tried: buy=C>Ref(H, -1);
> >
> > But, the c is closing price, not current market price.
> >
> > It seems to me it must have an open order in order to
use "applystop"
> > code.
> >
> > Can anyone kindly show me the code above?
> >
> > Regards/X Zheng
> >
> Dave,
>
> Thank you very much for the help, But after I tried above, then use
it
> scan the stocks, the entry prices are still basis on the closing
price
> of the day not the price 1 tick above Ref(H, -1).
>
> Brgds/X Zheng
>
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