Re: [amibroker] scaling question

["David Smith" <david.smith5@xxxxxxxxxxxxxxx>]

Paul, I can answer the exit price question, just use following.

 

Ensure delays are set to zero..

 

// example exit price

 

Exit = hhv(h,3);  // Trailing stop is highest high in last 3 days

 

Sell = H >= ref(Exit,-1);  // Exit today is HIgh is greater than Exit price

 

SellPrice = max(Open, ref(Exit,-1));  // Exit price including check for gap up at open

 

Dave

 

 

 

----- Original Message -----

From: paulradge

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, April 10, 2008 4:30 PM

Subject: Re: [amibroker] scaling question

also like to ask for some advice on the sell,,,where Z = my ma,,,

 

the problem is that if the next bar opens above my ma i'm still selling at my sellprice ,,,is there a way of selling at the open price if the auction is picking me up in the open ???

 

i'd like to get my backtesting report as accurate as possible

regards

Paul

SellPrice=Ref(z,-1);

Sell=Cross(H,SellPrice) OR Ref(O,0)>SellPrice;

----- Original Message -----

From: paulradge

To: amibroker@xxxxxxxxxps.com

Sent: Thursday, April 10, 2008 4:14 PM

Subject: Re: [amibroker] scaling question

and also i'd like to find out if it's possible to cancel the second purchase if the first purchase closes on the same bar,,,???

 

----- Original Message -----

From: paulradge

To: amibroker@xxxxxxxxxps.com

Sent: Thursday, April 10, 2008 3:16 PM

Subject: [amibroker] scaling question

Hi ,,
sometimes my first purchase reaches the sell trigger on the day of
the second purchase and the second buy is still activated but not sold on
the same bar,,,

i do have "allow same bar exit(single bar trade)" clicked within settings
but the second purchase isn't sold and still remains open.

any thoughts please ?
Paul

fixeddollaramount=20000;
firstpurchase=(Ref(Longsetup,-1));

Secondpurchase=BarsSince(firstpurchase)==1;

Buy=IIf(firstpurchase,1,IIf(Secondpurchase,sigScaleIn,0));

PositionSize=fixeddollaramount;

BuyPrice =Open;

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