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Hello Larry,
pfsig (box) will return the trading signals calculated inside the
function.
box = yourvalue;
pfsig(box);
Filter
= Status("lastbarinrange")
AddColumn(Buy, "buysignal");
If you are uncomfortable with the function you can use only the code
inside, initializing BOX on top of the code as in the code below:
/*----------------------------------------------------------------------
Simple Break-Out Strategy :
Generates trading signals, entry prices as well as PnF Plot on bar
chart
(you need to set TickSize per symbol).
-----------------------------------------------------------------------*/
SetBarsRequired(100000,100000);
box = Param("box", 10,10,30,1)*TickSize;
Buy
= Sell
= Short
= Cover
= 0;
BuyPrice = ShortPrice = CoverPrice = SellPrice = C;
j = 0;
Lo[0] =
Box * ceil(L[0]/Box) ;
Hi[0] = Lo[0] + box;
direction = 0;
reverse = 3;
pfline[0]
= Lo[0];
for(
i = 1 ; i
< BarCount ; i++ )
{
if(direction[j]
== 0)
{
if(L[i] <= Lo[j] - Box)
{
diff = Lo[j] - L[i];
n= floor(diff/box);
Lo[j] = Lo[j] - n* box;
}
else
{
if(H[i] >= Lo[j] + Reverse*Box)
{
diff = H[i] - Lo[j];
n = floor(diff/box);
j++;
direction[j] = 1;
Hi[j] = Lo[j-1] + n* Box;
Lo[j] = Lo[j-1] + Box;
}
}
}
else
{
if(H[i] >= Hi[j] + Box)
{
diff = H[i] - Hi[j];
n= floor(diff/box);
Hi[j] = Hi[j] + n*box;
}
else
{
if(L[i] <= Hi[j] - Reverse * Box )
{
diff = Hi[j] - L[i];
n= floor(diff/box);
j++;
direction[j] = 0;
Lo[j] = Hi[j-1] - n*box;
Hi[j] = Hi[j-1] - Box;
}
}
}
if(direction[j])
pfline[i] = Hi[j]; else pfline[i] = Lo[j];
/* Calculate Signals
-------------------------------*/
if(
j>1) // num Columns > 1
{
if(direction[j])
{
prevTop = Hi[j-2];
bol = prevTop + box; //
breakout Level
if (H[i] >= bol && H[i-1] < bol) // cross
High previous top
{
Buy[i] = 1;
BuyPrice[i] = bol;
}
}
else
{
prevBot = Lo[j-2];
bol = prevBot - box; //
breakout Level
if (L[i] <= bol && L[i-1] > bol) // cross Low
previous bottom
{
Short[i] = 1;
ShortPrice[i] = bol;
}
}
}
}
// remove excess signals for the same
condition
nochange = pfline == Ref(pfline,-1);
Buy
= IIf(
nochange, 0,
Buy);
Short
= IIf(nochange,
0, Short);
Plot(C,"", IIf(Buy, colorBrightGreen,IIf(Short,colorRed, 39)),styleBar);
Plot(pfline,"", colorYellow, styleDots|styleNoLine);
PlotShapes(Buy*shapeUpArrow,colorBrightGreen,0,L);
PlotShapes(Short*shapeDownArrow,colorRed,0,H);
if( Status("action") == actionExplore)
{
Filter
= Status("lastbarinrange");
AddColumn(Buy, "Buy");
AddColumn(Short, "Short");
}
//-----------------------------------End of Code
--------------------------------------------------------
onelkm wrote:
Ok, Ive had a chance to look at your code and it does nice plots
showing the buy and sell arrows. However, and I don't know why, I can't
get it to produce buy sell results in a backtest. Possibly I am
not "calling" the function pfsig(box) correctly. Can you help me
understand how to produce actual buy and sells in automatic analysis?
using the following code ( or several other variations ) converts your
impulse buy and sell signal to a state function, buy it will not
produce actual buy & sells!??
buy = onbuy;
sell = onsell;
Thanks again
Larry
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