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Thanks Tomasz & Mike
Knew it had to be something simple.
One day I will truly get my head around AFL.
Graham
>
> That's true.
>
> break statement is required, otherwise execution continues
> http://www.amibroker.com/guide/keyword/switch.html
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Mike" <sfclimbers@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, March 15, 2008 10:46 AM
> Subject: [amibroker] Re: Optimisation Problems
>
>
> >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@>
> > 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
> >>
> >
> >
> >
> > ------------------------------------
> >
> > 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
> >
> >
> >
>
------------------------------------
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