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Brilliant! There is nothing more beautiful than a brilliant mind. As
for FindSignal, I could not get it to work.I think TJ needs to let us
know if my usage of it is correct or there is a bug with it. Many
thanks.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
>
> I was not suggesting that you change your existing looping code,
but
> rather that you replace your call to bo.FindSignal with an
> *additional* loop (assuming that you could not get bo.FindSignal to
> work the way you expect).
>
> So, your code becomes:
>
> for (pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos()) {
> if (pos.BarsInTrade >= Nbar) {
> newSignal = false;
>
> // Substitute for bo.FindSignal
> for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal
(i)) {
> if (sig.isEntry() && sig.Symbol == pos.Symbol) {
> newSignal = true;
> break;
> }
> }
>
> if (newSignal) {
> // ignore sell signal if we also have a buy signal
> } else {
> NextDayOprice = pos.getprice(i,"O");
> bo.ExitTrade(i, pos.symbol, NextDayOprice, 5);
> }
> }
> }
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> >
> > Mike
> >
> > Thanks for your response. Theoretically, since I am trying to
exit
> > after Nbars on NO buy siganls I should not be looping thru buy or
> > sell signals. However, I did try it at follows and it did not
work.
> > TIA
> >
> > for ( sig = bo.GetFirstSignal( i ); sig; sig = bo.GetNextSignal(
> i ) )
> > {
> > Pos = bo.FindOpenPos( sig.Symbol );
> > if ( (sig.IsEntry() == False) AND (pos == True) AND
> > (pos.BarsInTrade >= Nbar) )
> > {
> > NextDayOprice = pos.getprice(i,"O");
> > bo.ExitTrade( i, pos.symbol, NextDayOprice, 5);
> > _TRACE("i= " + i + " Date: " + dtstr + " Symbol: :" +
> > pos.Symbol + " BarsinTrade: " +
> > pos.BarsInTrade + " We DONT
> > have Buy Signal: " );
> > }
> > }
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > >
> > > Hi,
> > >
> > > I'm not familiar with the FindSignal method that you describe.
> But,
> > > it sounds like you could get the same thing by looping through
> the
> > > list of signals using GetFirstSignal(i) and GetNextSignal(i)
> > > http://www.amibroker.com/guide/a_custombacktest.html
> > >
> > > Mike
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> > > >
> > > > The following CBT code is supposed to sell a long position
> after
> > > nth
> > > > bar if I don't have a buy signal on the nth bar. The logic
for
> > the
> > > > code is as follows:
> > > >
> > > > 1. loop thru open position list
> > > > 2. if a positions has been open for nbar then check the buy
> list
> > > > 3. if the symbols exits in the buy list do nothing else sell
> the
> > > > position.
> > > >
> > > > For some reason that I can not figure out, the new function
> > > > FindSignal always return a null value. Can anybody provide
some
> > > > insight or an alternative solution? TIA
> > > >
> > > >
> > > > for ( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos
> () )
> > > > {
> > > > if ( pos.BarsInTrade >= Nbar )
> > > > {
> > > > _TRACE("i= " + i + " Date: " + dtstr + "
Symbol: :" +
> > > > pos.Symbol + " BarsinTrade: " + pos.BarsInTrade + " Max
> Holding
> > > > Period");
> > > > if ( Sig = bo.FindSignal( i, pos.Symbol, 1 ) )
> > > > {
> > > > // ignore sell signal if we also have
a buy
> > > > signal
> > > > _TRACE("i= " + i + " Date: " + dtstr
+ "
> > > > Symbol: :" + pos.Symbol + " BarsinTrade: " + pos.BarsInTrade
> + "
> > > > ignore sell signal, we have Buy Signal, don't sell: " + sig);
> > > > }
> > > > else
> > > > {
> > > > NextDayOprice = pos.getprice(i,"O");
> > > > bo.ExitTrade( i, pos.symbol,
NextDayOprice,
> > > > 5);
> > > > _TRACE("i= " + i + " Date: " + dtstr
+ "
> > > > Symbol: :" + pos.Symbol + " BarsinTrade: " + pos.BarsInTrade
> + "
> > > We
> > > > DONT have Buy Signal: " + sig );
> > > > }
> > > > }
> > > > }
> > > >
> > >
> >
>
------------------------------------
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