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


  • To: amibroker@xxxxxxxxxxxxxxx
  • Subject: [amibroker] Re: An AB Design question for Tomasz - When does Buy and BuyPrice become active?
  • From: "me_rayme" <rayme9@xxxxxxx>
  • Date: Tue, 29 Jan 2008 02:05:48 -0000

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);
>




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