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ok . i understand it. but can u help me to code it. i want to buy if the high of bar after 19 bars in intraday is higher than 19 bar range.
asit.
> To: amibroker@xxxxxxxxxxxxxxx
> From: gp.investment@xxxxxxxxx
> Date: Fri, 8 Feb 2008 05:52:19 +0000
> Subject: [amibroker] Re: help needed in finding error in afl
>
> >> H30m = HHV(H,19);
> >> EntryLongSignal = Cross(H,H30m);
>
> That is saying you want High to cross the HHV of High, which is
> impossible. High can never be higher than its HHV value, which means
> there will never be a cross.
>
> Also, for efficiency purposes, you could do all the array maths before
> entering the loop.
>
> Regards,
> GP
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, asit mistry <asitasu@xxx> wrote:
> >
> >
> > helow fellow traders,
> >
> > i am trying to writ AFL code for intraday brekout sysem. i have
> written following code which does note return any trade in backtesting
> mode. what is wron with programming.
> >
> > my system :
> >
> > check for HHV/LLV up to first 17 bars(intraday 5 min bars). buy 1
> tick above hhv value from 18 th bar to end of day. exit at end of day
> close. explosartion with filter unmarked ok.
> >
> > asit.
> >
> >
> > TimeFrameSet(in5Minute);
> > Date_Value = DateNum() ;
> > Time_Value = TimeNum() ;
> > ps = 0 ;
> > Buy = 0;
> > Sell = 0;
> > Stop = Null;
> > StopArray = Null;
> > ExitLongPosition = time_value > 152500 ;
> > for( i = 1 ; i < BarCount ; i++ )
> > {
> > Date_Value = DateNum() ;
> > ddh = TimeFrameGetPrice( "H", inDaily );
> > ddl = TimeFrameGetPrice( "l", inDaily );
> > H30m = 0 ;
> > L30m = 0 ;
> > if(Date_value[i] = Date_value[i-1] )
> > {
> > H30m = HHV(H,19);
> > L30m = LLV(L,19);
> > EntryLongSignal = Cross(H,H30m);
> > }
> > if(EntryLongSignal[i])
> > {
> > Buy[i] = 1 ;
> > BuyPrice[i] = (H30m + 1 ) ;
> > for (j = i; j < BarCount; j++)
> > {if (j > i)
> > Buy[j] = 0;
> > Sell[i] = exitlongposition[i];
> > SellPrice[i] = C[i] ;
> > }
> > }
> > /* for( j = 0 ; j < BarCount ; j++ )
> > {
> > Buy[j] = H[j] > (H30m[j]+1) AND time_value[j] > 113000 ;
> > BuyPrice[j] = (H30m[j]+1);
> > Sell[j] = time_value[j]> 152500 ;
> > SellPrice[j] = C[j] ;
> > }*/
> >
> > }
> >
> > //Filter = time_value > 112500 AND time_value < 113000 ;
> > AddColumn(Date_value,"datevalue",1);
> > AddColumn(time_value,"timevalue",1);
> > AddColumn(H30m,"highest high",1.2);
> > AddColumn(L30m,"lowest low",1.2);
> > AddColumn(ddh,"day's high",1.2);
> > AddColumn(ddl,"day's low",1.2);
> > //AddColumn(tr30m,"atr(30)",1.4);
> >
> >
> >
> > _________________________________________________________________
> > Post free property ads on Yello Classifieds now! www.yello.in
> > http://ss1.richmedia.in/recurl.asp?pid=221
> >
>
>
>
>
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