[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Sell Signal



PureBytes Links

Trading Reference Links

Selling on next open
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of David Smith
Sent: Thursday, 20 March 2008 5:27 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Sell Signal

Steve, you need to move the ref to surround the whole calc as you will only know yesterday's atr in advance.  Also when are you selling? on close or on next open.
 
Next open will be (with all delays set to zero)
 
TriggerSell = Close > ref(Ma(C,2) + a*ATR(2),-1);
Sell = ref(TriggerSell,-1);
SellPrice = open;
 
Dave
 
----- Original Message -----
Sent: Thursday, March 20, 2008 4:54 PM
Subject: [amibroker] Sell Signal

Hi all

below is my code to "sell if the close today is above yesterdays 2 day
moving average + x atr(2). x being a variable.

Sell=C>Ref(MA(C,2),-1)+a*ATR(2)

Not sure if its doing what I expect can abyone let me now if its flawed...?

Cheers

Steve C

__._,_.___

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




Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___