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

[amibroker] Re: CBT and Nbar



PureBytes Links

Trading Reference Links

Tomasz

It seems in the following code I am incorrectly using FindSignal! 
Would you please explain why? TIA


--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> 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 );
> 		}
> 	}
> }
>



------------------------------------

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
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/