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Hmmm, shall we extend the idea somewhat, to long and short trades?
Does this look sane for an exit on the first profitable close? What
am I missing?
//////////////////////////////////////////////////////////
Buy = conditions;
Short = conditions;
Sell = Cover = 0;
inBullTrade = inBearTrade = 0;
for( bar = 1; bar < BarCount; bar++ )
{
// LONG SIDE
if( inBulltrade[bar-1] == 0 AND Buy[bar] )
{
inBulltrade[bar] = 1;
BullHoldC[bar] = Close[bar];
}
else
{
inBulltrade[bar] = inBulltrade[bar-1];
BullHoldC[bar] = BullHoldC[bar-1];
}
if( inBulltrade[bar-1] AND Close[bar] > BullHoldC[bar] )
{
Sell[bar] = 1;
inBulltrade[bar] = 0;
}
else
{
Sell[bar] = 0;
}
// SHORT SIDE
if( inBeartrade[bar-1] == 0 AND Short[bar] )
{
inBeartrade[bar] = 1;
BearHoldC[bar] = Close[bar];
}
else
{
inBeartrade[bar] = inBeartrade[bar-1];
BearHoldC[bar] = BearHoldC[bar-1];
}
if( inBeartrade[bar-1] AND Close[bar] < BearHoldC[bar] )
{
Cover[bar] = 1;
inBeartrade[bar] = 0;
}
else
{
Cover[bar] = 0;
}
}
//////////////////////////////////////////////////////////
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> That'll certainly work ... but it's overkill and run times will
> expand dramatically.
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > because an intital sell signal was not defined to enable the use of
> > exrem, or other methods to exclude surplus buy signals you probably
> > need to use a loop method
> > something along these lines
> >
> > buy = conditions;
> > Sell = 0;
> > intrade = 0;
> > holdO = Null;
> >
> > for(i=1;i<BarCount;i++)
> > {
> > if( Buy[i] AND intrade[i-1]==0 )
> > {
> > intrade[i] = 1;
> > HoldO[i] = O[i];
> > }
> > else
> > {
> > intrade[i] = intrade[i-1];
> > HoldO[i] = HoldO[i-1];
> > }
> > if( O[i] > HoldO[i] AND intrade[i-1])
> > {
> > Sell[i] = 1;
> > Intrade[i] = 0;
> > }
> > else
> > {
> > Sell[i] = 0;
> > }
> > }
> >
> >
> > On 8/9/05, Fred <ftonetti@xxxx> wrote:
> > > The example I provided would of course be for same day trading on
> the
> > > buy side ... If what you want is delayed a bar because you are
> buying
> > > on the Open of the following bar then it would be one bar less
> i.e.
> > >
> > > Sell = O > Ref(O, -(BSB - 1));
> > >
> > > If this doesn't work for you then you need to be more specific
> about
> > > exactly what is happening and how that compares with what you are
> > > after.
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Peter" <pa299@xxxx> wrote:
> > > > Fred
> > > > Thanks but been there.
> > > > As I understand it BarsSince(Buy); will return the bars to the
> last
> > > Raw
> > > > buy signal. You may have the actual Buy entry then one or more
> > > other buy
> > > > signals which are ignored ( assuming you include the line
> > > > Buy=ExRem(Buy,Sell);) then the sell signal. BarsSince(Buy); will
> > > return
> > > > the bars to last Buy signal not the one where you entered the
> > > trade.
> > > > That's the bit I can't solve.
> > > > Peter
> > > >
> > > >
> > > > -----Original Message-----
> > > > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]
> > > On
> > > > Behalf Of Fred
> > > > Sent: Tuesday, 9 August 2005 7:38 a.m.
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] Re: Exit on first profitable open
> > > >
> > > > Assuming you have an impulse type buy i.e.
> > > >
> > > > Buy = Cross(X, Y);
> > > >
> > > > then ...
> > > >
> > > > BSB = BarsSince(Buy);
> > > >
> > > > ... should give you how many bars it's been since the buy
> > > occured ...
> > > >
> > > > Then assuming that you also bought at an opening ... then ...
> > > >
> > > > Sell = O > Ref(O, -BSB);
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Peter" <pa299@xxxx> wrote:
> > > > > Hi
> > > > > After spending a huge amount of time trying to code an `Exit
> on
> > > the
> > > > > first profitable open' I give up.
> > > > > Is anyone willing to share the code for what should be a very
> > > simple
> > > > > exit?????
> > > > >
> > > > > Any help would be appreciated!!
> > > > > Peter
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > 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 other support material please check also:
> > > > http://www.amibroker.com/support.html
> > > >
> > > >
> > > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > > 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 other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://e-wire.net.au/~eb_kavan/ab_write.htm
>
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