PureBytes Links
Trading Reference Links
|
You have syntax errors on four lines at pBuyprice etc
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);
Ihave also been looking at this same problem during the minute when
the bar comes and disappears.
Ray
--- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@xxx>
wrote:
>
> 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);
>
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|