[amibroker] An AB Design question for Tomasz - When does Buy and BuyPrice become active?

["Barry Scarborough" <razzbarry@xxxxxxxxxxxx>]

I am working on a system where I try to buy or sell when a couple of 
indicators become true within the bar. I using this intraday and was 
watching the charts. I have the conditions ANDed and it places arrows 
on the chart when the Buy is true. The problem I ran into today was 
that the conditions were true within a minute bar, the buy arrow 
flashed on, then off a number of times within the bar. But BuyPrice 
which is set at the same time, never changed. What is going on?

I want to generate a buy/sell immediately when the conditions are 
true. I thought maybe the conditions had to be true at the end of the 
bar before the Buy and BuyPrice become active. That does not seem to 
be the case, at least not all the time. I noticed that if the 
conditions occurred during the bar but were not true at the end of 
the bar the Buy was not set. But if the conditions were true at the 
beginning of the next bar the Buy and BuyPrice were set immediately, 
before the end of the bar. What is going on? Is this a bug? How can 
Buy come on without BuyPrice being set. Why does it work at the 
beginning of the bar but not intra bar? How is this supposed to 
work?  

I added the code below with the exception of the system code. 

Another problem that we noticed was that using AddColumn to dump the 
trade prices to Excel does not always have the same value as what is 
plotted on the chart. 

Thanks for the help,
Barry

Code fragment:

// AND the indicator conditions to find the buy points  
Buy   = BuySigA AND upIND;   	
// normal sell or if last bar and buy state 
Sell  = (SellSigA AND dnIND) OR tod == timeclose; 	
// AND the indicator conditions to find the short points    
Short = ShortSigA AND dnIND;  
// normal cover or if last bar and short state 
Cover = (CoverSigA AND upIND) OR tod == timeclose; 	
  
// in the following code fInRAnge determines whether to use the 
calculated price or the open price on a gap.
// roundd the price up or down then adds or subtracts a tick 
depending on the signal, buy or short. 
pBuyPrice   = tick  + fRound(fInRange(IIf(Buy, fInd2, 0), up), up);
pShortPrice = -tick + fRound(fInRange(IIf(Short, fInd2, 0), dn), dn); 
pSellPrice  = -tick + fRound(fInRange(IIf(Sell, fInd2, 0), dn), dn); 
pCoverPrice = tick  + fRound(fInRange(IIf(Cover, fInd2, 0), up), up);
	

// make sure there are no multiple buys OR sells while a like 
position is Open
Buy    = ExRem(Buy, Sell );
Sell   = ExRem(Sell , Buy);
Cover  = ExRem(Cover, Short );
Short  = ExRem(Short , Cover);
BuyPrice   = IIf(Buy, pBuyPrice, 0);
SellPrice  = IIf(Sell, pSellPrice, 0);
CoverPrice = IIf(Cover, pCoverPrice, 0);
ShortPrice = IIf(Short, pShortPrice, 0);

Filter = Buy OR Sell OR Short OR Cover; // set the conditions to 
monitor in analysis - back test, scan and explore

// plot buy and sell arrows on the chart
PlotShapes(Buy * shapeUpArrow, uparrow, 0, Low);
PlotShapes(Sell * shapeDownArrow, dnarrow,0,Low );
PlotShapes(Short * shapeCircle, dnarrow);
PlotShapes(Cover * shapeHollowCircle, uparrow);

// plotting functions
Plot(C, Date() + " - System 1a " + NumToStr(search, 1.0) + " - C", 
background, styleCandle); 	// plot candles on the chart
Plot(BuyPrice, "\nBuy Price", background ,  styleOwnScale | 
styleNoLine | styleNoLabel );
Plot(SellPrice, "Sell Price", background ,  styleOwnScale | 
styleNoLine | styleNoLabel );
Plot(ShortPrice, "Short Price", background ,  styleOwnScale | 
styleNoLine | styleNoLabel );
Plot(CoverPrice, "Cover Price", background ,  styleOwnScale | 
styleNoLine | styleNoLabel );
Plot(Buy, "\nBuy", background ,  styleOwnScale | styleNoLine | 
styleNoLabel );
Plot(Sell, "Sell", background ,  styleOwnScale | styleNoLine | 
styleNoLabel );
Plot(Short, "Short", background ,  styleOwnScale | styleNoLine | 
styleNoLabel );
Plot(Cover, "Cover", background ,  styleOwnScale | styleNoLine | 
styleNoLabel );

// code for exploration and export to spreadsheet
AddColumn(BuyPrice, "Buy price", 1.3);
AddColumn(SellPrice, "Sell price", 1.3);
AddColumn(ShortPrice, "Short price", 1.3);
AddColumn(CoverPrice, "Cover price", 1.3);





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