Re: [amibroker] Re: Why do I get "missing buy/sell variable assignmets" error?

["alta hob" <altahob@xxxxxxxxxxxxxx>]

Thanks again


I now have the buy order working in backtest mode with the code below and instead of using "Applystop" have used Sell = L < Ref(LLV(L,2),-1); to close the position but can't work out how to do the following

Buy order is currently opening as soon as the "Filter" criteria is met.  I actually want it to open a buy only when "Filter"  is true  AND  the next bar creates a higher high or to open a short when "Filter is true and next bar creates a lower low.

I have tried quite a few ways of doing this but am not sure how to make AB straddle a bar and open a trade when it is broken in either direction.



--------------
NR4Day = (H - L) < Ref(LLV(H-L,3),-1);
Column1 =  NR4Day;
Column1Name = "Nr4Day";

InsideDay = H < Ref(High,-1) AND Low > Ref(Low,-1);
Column2 =  InsideDay;
Column2Name = "Inside Day";

Column3 =  High + 0.125;
Column3Name = "Buy Stop";

Column4 =  Low - 0.125;
Column4Name = "Sell Stop";

Filter = NR4Day == 1 AND InsideDay == 1;

Buy = Filter

Sell = L < Ref(LLV(L,2),-1);

On Sat, Apr 19, 2008 at 4:48 PM, Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:

Hi - In AA settings, you probably have Positions set to "Long and Short" so AB is expecting to see Short and Cover defined. You could either change settings to Long only or add this to your code...

 

Short = Cover = 0;

 

Steve

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

From: alta hob

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, April 19, 2008 6:05 AM

Subject: Re: [amibroker] Re: Why do I get "missing buy/sell variable assignmets" error?

Thanks for your help.

I now get "missing short/cover variable assignment" after adding the Sell = 0; string

Going throught the amibroker documentation but appreciate any help while I am new to this.

On Sat, Apr 19, 2008 at 9:40 AM, jamesfarrow2003 <jamesfarrow2003@xxxxxxxxx> wrote:

I wouls just enter the line:

Sell = 0;

Then set your stops using the GUI or via code, whichever is desired.

--- In amibroker@xxxxxxxxxxxxxxx, "alta hob" <altahob@xxx> wrote:
>
> I`m trying to run this code as a simple backtest but get "missing
buy/sell
> variable assignmets" error. Have tried adding
>
> ApplyStop( stopTypeNBar, stopModeBars, 5 );
>
> but still get error. Can someone please advise what I need to do
to run
> as a simple backtest with a trailing bar stop?
>
> thanks
>
> altahob
> ----------
> /* Connors and Raschke Historical Volatility System
> For further explanation, refer to "Street Smarts"
> from Connors and Raschke.
> Ported from Metastock code by Daniel Ervi */
>
> numcolumns = 5;
>
> VolRatio = StDev(Log(C/Ref(C,-1)),5) / StDev(Log(C/Ref(C,-1)),99);
> column0 = VolRatio;
> column0name = "VolRatio";
>
> NR4Day = (H - L) < Ref(LLV(H-L,3),-1);
> column1 = NR4Day;
> column1name = "Nr4Day";
>
> InsideDay = H < Ref(High,-1) AND Low > Ref(Low,-1);
> column2 = InsideDay;
> column2name = "Inside Day";
>
> column3 = High + 0.125;
> column3name = "Buy Stop";
>
> column4 = Low - 0.125;
> column4name = "Sell Stop";
>
> filter = VolRatio < 0.5 AND (NR4Day == 1 AND InsideDay == 1);
>
> buy = filter;
>

__._,_.___








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

__,_._,___