RE: [amibroker] Sell Signal

["Steve Carlsson" <stevecar144@xxxxxxxxxxxx>]

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 -----

From: Steve Carlsson

To: Amibroker (E-mail)

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

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