PureBytes Links
Trading Reference Links
|
As i want to compare equities of several systems within a chart, i try
to program equityline within a loop.
But i got a problem which i cannot solve. Maybe somebody can help me.
This is my code, but it seems that it adds a position with every
signal and i want just 1 contract/share in a position and if i got
already a position, then nothing else should happen. It is a simple
Stop&Reverse ChannelBreakout system to test the code.
LongChannelLength = Param("Channel Length Long", 20, 2, 50, 1);
ShortChannelLength = Param("Channel Length Short", 20, 2, 50, 1);
Longchannel = Ref(HHV(H, LongChannelLength),-1);
ShortChannel = Ref(LLV(L, ShortChannelLength),-1);
Buy1 = Cross(H, Longchannel);
Sell1 = Cross(ShortChannel, L);
BuyPrice1 = Longchannel + TickSize;
SellPrice1 = Shortchannel - TickSize;
intrade1 = 0;
Equity1 = 0;
for( i = 1; i < BarCount; i++ )
{
if( intrade1[i] == 0 && Sell1[ i ] )
{
intrade1[i] = -1;
Equity1[i] = Equity1[i-1] + SellPrice1[i];
}
else if( intrade1[i] == 0 && Buy1[ i ] )
{
intrade1[i] = 1;
Equity1[i] = Equity1[i-1] - BuyPrice1[i];
}
else if( intrade1[i] == -1 && Buy1[ i ] )
{
intrade1[i] = 1;
Equity1[i] = Equity1[i-1] - 2*BuyPrice1[i];
}
else if( intrade1[i] == 1 && Sell1[i] )
{
intrade1[i] = -1;
Equity1[i] = Equity1[i-1] + 2*SellPrice1[i];
}
else
{
Equity1[i] = Equity1[i-1];
intrade1[i] = intrade1[i-1];
}
}
Plot(Equity1, "Equity1", colorBlue, styleLine+styleThick);
Plot(intrade1, "Intrade1", colorWhite, styleOwnScale+styleHistogram);
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/
|