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

Re: [amibroker] Re: Set buyprice and sell price



PureBytes Links

Trading Reference Links

buyprice = c;
will give you the value of close price on the bar of entry. This
depends on how you define the buy conditions, expand first or last,
trade delays.

suggest you plot the expanded indicators or conditions to see what
bars they occur on to give you the trade signals.

-- 
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com



2008/6/21 Louis Préfontaine <rockprog80@xxxxxxxxx>:
> Hi Graham,
>
> I think it works!   I don't know why it didn't work previously, but thanks a
> lot for your help and your patience!
>
> A last question: how would you set the buyprice to be the 5-minute close
> AFTER the 15-minute signal?
>
> TimeFrameSet( in15Minute);
>
> test = c>...
>
> TimeFrameRestore();
>
> test2 = TimeFrameExpand(test, in15Minute);
>
> Buy = test2;
> Sell=...;
>
> BuyPrice = ?
>
> I tried Buyprice= Ref (C,1) thinking I would get the 5-minute close after
> the 15-minute signal, but it didn't work.  I read all the section about
> timeframe in the manual, but still couldn't find how to do it.  What would
> you do in that situation?
>
> Thank you again for your precious help!
>
> Louis
>
>
>
>
>
> 2008/6/20 Graham <kavemanperth@xxxxxxxxx>:
>>
>> see the help files for how to do timeframe functions
>> TimeFrameSet(in15minute)
>> YourConditionsHere = Whatever;
>> TimeFrameRestore();
>>
>> YourConditionsHere = TimeFrameExpand( YourConditionsHere, in5Minute);
>>
>> --
>> Cheers
>> Graham Kav
>> AFL Writing Service
>> http://www.aflwriting.com
>>
>> 2008/6/21 Louis Préfontaine <rockprog80@xxxxxxxxx>:
>> > Hi Graham,
>> >
>> > If I understand what you mean is that if I want to simply add a 5-minute
>> > bar
>> > limitation I need to set timeframe manually for 15-minute bars for each
>> > and
>> > every rules/signals?
>> >
>> > But any way you see this, how would you personnaly do to do what I want
>> > to
>> > do? I mean: I can use 5-minute, 15-minute or even 1-minute bars, but I
>> > want
>> > to trade only 15-minute bars and use one 5-minute bar simply to set my
>> > buying/selling price. How would you do that?
>> >
>> > Thank you,
>> >
>> > Louis
>> >
>> > 2008/6/20 Graham <kavemanperth@xxxxxxxxx>:
>> >>
>> >> we are not referring to the database time period, but the chart period
>> >> being used
>> >> you cannot calculate values of a shorter bar period than the chart (or
>> >> AA)
>> >> The only limitation your database period is that you cannot get 1
>> >> minute bars from 5 minute database
>> >> The charts are the same, you cannot get 5 minute bar from 15 minute
>> >> chart
>> >>
>> >> --
>> >>
>> >> Cheers
>> >> Graham Kav
>> >> AFL Writing Service
>> >> http://www.aflwriting.com
>> >>
>> >> 2008/6/21 Louis Préfontaine <rockprog80@xxxxxxxxx>:
>> >> > Hi Barry,
>> >> >
>> >> > Thank you for your reply. This is a tough nut to crack for me.
>> >> >
>> >> > I am using 5-minute bars in my database, so this shouldn't be a
>> >> > problem.
>> >> >
>> >> > I want to look ahead for this particular reason: I want to set the
>> >> > buyprice
>> >> > at the close of the first 5-minute bar out of the next 15-minute bar.
>> >> > If
>> >> > I
>> >> > have a signal at 10:00, I want the price to be the close at 10:00. I
>> >> > understand that I must work in 5-minute bars to do this because I
>> >> > can't
>> >> > go
>> >> > from 15 to 5 but only from 5 to 15, but does it mean I would have to
>> >> > compress all my data because everything else is based on 15-minute
>> >> > bars?
>> >> >
>> >> > The Buy>1.45 and Sell<50 is simply to see if the code works. Of
>> >> > course
>> >> > it
>> >> > would give me signals everywhere, but I want to see if the signals
>> >> > are
>> >> > at
>> >> > the right place. Right now, it simply does not work at all.
>> >> >
>> >> > I tried this, based on your own formula, butit still isn't it:
>> >> >
>> >> >
>> >> > TimeFrameSet( in15Minute);
>> >> >
>> >> > test = C>2;
>> >> >
>> >> > TimeFrameRestore();
>> >> >
>> >> > test2 = TimeFrameExpand(test, in15Minute);
>> >> >
>> >> > Buy = test2;
>> >> > Sell=C>10;
>> >> >
>> >> > I'm really confused. All I want to do is to be able to work with
>> >> > 15-minute
>> >> > bars and set a buyprice at 5-minute bar Close after the signal. If I
>> >> > need
>> >> > to set the periodicity to 5-minute bars and compress each and every
>> >> > signal
>> >> > to 15-minute, I'll do it. But I don't know how to do it,
>> >> > unfortunately,
>> >> > even after reading all the timeframe section in the manual...
>> >> >
>> >> > Thank you for your help,
>> >> >
>> >> > Louis
>> >> >
>> >> >
>> >> > 2008/6/20 Barry Scarborough <razzbarry@xxxxxxxxxxxx>:
>> >> >>
>> >> >> Graham is correct. You have to use a chart of the shortest
>> >> >> timeframe.
>> >> >> If you want to show 5 and 15 minute data you will have to plot it on
>> >> >> a 5 minute chart. You cannot plot 5 minute bars on a 15 minute
>> >> >> chart.
>> >> >>
>> >> >> I use something like this so I can switch between charts without
>> >> >> having to change the code. The example assumes the longer period is
>> >> >> three times the chart interval. It calculates a MACD and Stoch in a
>> >> >> timeframe 3 times the current chart interval.
>> >> >>
>> >> >> // Timeframe calculations
>> >> >> tf = Interval() / 60; // interval is in seconds
>> >> >> tfp = tf * 180; // chart interval * 3 * 60seconds
>> >> >>
>> >> >> TimeFrameSet(tfp);
>> >> >> MacdTf = MACD(r1, r2);
>> >> >> tfStoch = StochK( StoPer, Kper);
>> >> >> TimeFrameRestore();
>> >> >>
>> >> >> MacdTfe = TimeFrameExpand(MacdTf, tfp);
>> >> >> tfeStoch = TimeFrameExpand(tfStoch, tfp);
>> >> >>
>> >> >> plot it as usual but expect to see the 15 minute plot to be flat for
>> >> >> three 5 min bars. The current bar can change but the previous lines
>> >> >> will be flat for three bars for each 15 minute period.
>> >> >>
>> >> >> This part of you code doesn't make sense:
>> >> >>
>> >> >> > C5=Ref (C,1); this is looking ahead 1 bar. Is that what you want
>> >> >> > to
>> >> >> do? You can do that but not from the current bar. And your other
>> >> >> calculation is not looking from a previous period. That will give
>> >> >> unexpected results.
>> >> >>
>> >> >> > BuyPrice = TimeFrameExpand (C5,in5Minute);
>> >> >> > Buy = C>1.45;
>> >> >> > Sell=C>50;
>> >> >> You got the 15 min BuyPrice but don't use it in the next 2 lines. Do
>> >> >> you want the 5 minute C to be > BuyPrice + 1.45?
>> >> >>
>> >> >> A buy of C>1.45 does not make sense compared to a sell of C>50. You
>> >> >> will have a buy on all bars C>1.45 and then a sell on all bars with
>> >> >> C>50. A cross function makes more sense but since I can't see the
>> >> >> rest of your code all this may be fine.
>> >> >>
>> >> >> Barry
>> >> >>
>> >> >> --- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
>> >> >> <rockprog80@xxx> wrote:
>> >> >> >
>> >> >> > Hi,
>> >> >> >
>> >> >> > I tried this as a test but it doesn't work well:
>> >> >> >
>> >> >> > //SetTradeDelays( 1, 1, 1, 1 );
>> >> >> >
>> >> >> > TimeFrameSet (in5Minute);
>> >> >> >
>> >> >> > C5=Ref (C,1);
>> >> >> >
>> >> >> > TimeFrameRestore();
>> >> >> >
>> >> >> > BuyPrice = TimeFrameExpand (C5,in5Minute);
>> >> >> > Buy = C>1.45;
>> >> >> > Sell=C>50;
>> >> >> >
>> >> >> > All my signals are based on 15-minute bars but I do have 5-minute
>> >> >> bars in
>> >> >> > the database. What I am trying to do is simply set the buyprice
>> >> >> not as the
>> >> >> > close of the 15-minute bar, but as the close of the next 5-minute
>> >> >> bar...
>> >> >> >
>> >> >> > Louis
>> >> >> >
>> >> >> >
>> >> >> >
>> >> >> > 2008/6/20 Louis Préfontaine <rockprog80@xxx>:
>> >> >> >
>> >> >> > > Hi,
>> >> >> > >
>> >> >> > > I mean, if I work with 15-minute bars, wouldn't it be simply
>> >> >> > > more
>> >> >> > > complicated to use 5-minute bars and then timeframeexpand every
>> >> >> single rule
>> >> >> > > but this particular buyprice?
>> >> >> > >
>> >> >> > > Thanks,
>> >> >> > >
>> >> >> > > Louis
>> >> >> > >
>> >> >> > > 2008/6/20 Louis Préfontaine <rockprog80@xxx>:
>> >> >> > >
>> >> >> > >> Hi,
>> >> >> > >>
>> >> >> > >> Is it possible to do the opposite? Or, if I use 15-minute bars
>> >> >> (but my
>> >> >> > >> database is in 5-minute bars) to set the buyprice at the Close
>> >> >> of the first
>> >> >> > >> of the three 5-minute bars?
>> >> >> > >>
>> >> >> > >> Thanks,
>> >> >> > >>
>> >> >> > >> Louis
>> >> >> > >>
>> >> >> > >> 2008/6/20 Graham <kavemanperth@xxx>:
>> >> >> > >>
>> >> >> > >> You have to set your base time period to 15 minute and use 1
>> >> >> hour
>> >> >> > >>> timeframe over it
>> >> >> > >>>
>> >> >> > >>> --
>> >> >> > >>> Cheers
>> >> >> > >>> Graham Kav
>> >> >> > >>> AFL Writing Service
>> >> >> > >>> http://www.aflwriting.com
>> >> >> > >>>
>> >> >> > >>> 2008/6/20 Louis Préfontaine <rockprog80@xxx<rockprog80%
>> >> >> 40gmail.com>
>> >> >> > >>> >:
>> >> >> > >>>
>> >> >> > >>> > Hi,
>> >> >> > >>> >
>> >> >> > >>> > If this is not possible, I'd like to be able to set a %
>> >> >> adjustment that
>> >> >> > >>> > depend on the price and liquidity of the stock. I used to
>> >> >> > >>> > set
>> >> >> a 1%
>> >> >> > >>> > adjustment, but 1% of 50$ is 0.5, and no way there would be
>> >> >> 0.5
>> >> >> > >>> difference
>> >> >> > >>> > between signal and when I buy. On the other side, 1% of 1$
>> >> >> > >>> > is
>> >> >> 0.1, so
>> >> >> > >>> it
>> >> >> > >>> > may not be enough... Anybody thought about this?
>> >> >> > >>> >
>> >> >> > >>> > Louis
>> >> >> > >>> >
>> >> >> > >>> > 2008/6/19 Louis Préfontaine <rockprog80@xxx<rockprog80%
>> >> >> 40gmail.com>
>> >> >> > >>> >:
>> >> >> > >>> >>
>> >> >> > >>> >> Hi,
>> >> >> > >>> >>
>> >> >> > >>> >> I am using 1-hour bars and wouldn't like to set my buyprice
>> >> >> or
>> >> >> > >>> sellprice
>> >> >> > >>> >> at the Close of the first 15-minute bars after the signal.
>> >> >> > >>> >> I
>> >> >> toyed
>> >> >> > >>> with
>> >> >> > >>> >> timeframe but still not sure how to do this.
>> >> >> > >>> >>
>> >> >> > >>> >> If anyone know how to do this; this shouldn't be
>> >> >> > >>> >> complicated.
>> >> >> > >>> >>
>> >> >> > >>> >> Thanks again!
>> >> >> > >>> >>
>> >> >> > >>> >> Louis

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

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/