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I don't have the user guide in front of me. But I would guess that
you need to add a "break;" statement to end of each "case" body.
Without a break statement, code continues to execute each following
case body such that all scenarios will end with the settings set
in "case 3".
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Graham Johnson" <grahamj@xxx>
wrote:
>
> Been bashing my head against the proverbial brick wall for a couple
> of days now.
>
> I'm trying to test 3 different exit strategies using the Optiniser.
>
> The Optimiser runs 3 times but gives the same number of trades and
> the same profit - should not be possible, so I am obviously missing
> something in the logic.
>
> Testing against ASX300 for 2000 - 2007.
>
> See relevant code below. Any help please.
>
> Graham
>
> vaIsValidSignal = BuyLongTrig == True
> AND PriceGate == True
> AND MFGate == True;
> vaBgColour = IIf(vaIsValidSignal == 0, BkGndColor, colorOrange);
>
> //vEntry = 3;
> vEntry = Optimize("Entry Strategy", 1,1, 3, 1);
> vTime = 1;
> //vTime = Optimize("Time Exit Strategy", 1,1, 2, 1);
>
> switch(vEntry) // Entry Strategies
> {
> case 1: //Stop entry next bar at signal bar High
> vaEntryPrice = Ref(High, -1);
> Buy = Ref(vaIsValidSignal,-1) AND High >=
> vaEntryPrice;
> BuyPrice = Max(Open, vaEntryPrice);
> case 2: //Stop entry next bar at signal bar Close
> vaEntryPrice = Ref(Close, -1);
> Buy = Ref(vaIsValidSignal,-1) AND High >=
> vaEntryPrice;
> BuyPrice = Max(Open, vaEntryPrice);
> case 3: //Enter at next bar Open
> vaEntryPrice = Open;
> Buy = Ref(vaIsValidSignal,-1);
> BuyPrice = Open;
> }
>
> Sell = 0;
>
> vaTrailStop = Null;
> vaSellStop = 0;
> vaSellTarget = 0;
> vATRMult = 0;
> //vATRMult = Optimize("ATR Multiplier", 0, 0, 2, 0.2);
> vATRPer = 5;
> //vATRPer = Optimize("ATR Period", 5, 5, 20, 5);
> VEntryBar = 0;
> vTempStop = 0;
> vaInitStop = EMA(Open, MAPd) - (vAtrMult * ATR(vATRPer));
> vTimeStop = 5;
> //vTimeStop = Optimize("Time Stop", 7, 5, 10, 1);
> vTrigger = 0;
>
> for(vCnt = 1; vCnt < BarCount; vCnt++)
> {
> if(vTempStop == 0
> AND Buy[vCnt] == 1) // Entry Bar & 0 positions
> open
> {
> // Position Opened
> vTempStop = vaInitStop[vCnt - 1];
> vEntryBar = vCnt;
> }
> else
> {
> Buy[vCnt] = 0; // Remove excess Buy signals
> } // Not Entry Bar
>
> if(vTempStop > 0)
> {
> if ((vCnt - vEntryBar) - 1 == vTimeStop) //
> need -1 so that stop is adjusted the bar after vTimeStop is reached
> { // test # Bars Open
> switch(vTime) // BreakEven/Exit Strategies
> {
> case 1: // Move stop to entry price
> vTempStop = Max
> (vTempStop, BuyPrice[vEntryBar]);
> case 2: // Move stop to entry price
> if Close > entry price
> if (Close[vCnt] >
> BuyPrice[vEntryBar])
> {
> vTempStop =
> Max(vTempStop, BuyPrice[vEntryBar]);
> }
> }
> } // Position Open & not Entry Bar
>
> vTempStop = Max(vaInitStop[vCnt - 1], vTempStop);
> vaTrailStop[vCnt - 1] = Max(vaTrailStop[vCnt - 1],
> vTempStop);
> if(Low[vCnt] <= vaTrailStop[vCnt - 1])
> {
> Sell[vCnt] = 1;
> SellPrice[vCnt] = Min(Open[vCnt], vaTrailStop
> [vCnt - 1]);
> vTempStop = 0;
> }
> //_TRACE("Bar " + BarIndex() + " Buy " + Buy + " Sell " + Sell + "
> Target " + vaTargetVal + " Stop " + vTempStop);
> } // Position Open
> } // for
>
------------------------------------
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