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Graham, very helpful post. Thank you very much. I will continue to study.
I haven't programmed for about twenty years, so it's taking me some
time to regain my footing on basic stuff. But the rework of my code
that you so kindly performed will allow me to make solid strides over
the next few weeks.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> Buyprice, sellprice, shortprice and coverprice are arrays and have a
> value in every bar according to how they are defined
> eg Buyprice = O; means it is Open price in every bar
>
> you can use valuewhen(buy,buyprice)
> but if buy has many bars where it is true, even after entry then you
> are just referencing the most recent bar where it is true
> In this even exrem cannot help as it is only effective after it is used
>
> Buy = (myMA1 > MyMA2); means every bar that myMA1 is greater than
> MyMA2 gives buy==true
> You can use Cross(myMA1, MyMA2) to overcome the defficiency of using a
> straight > for the condition.
> Provided the ultimate Sell is reverse Cross(myMA2, MyMA1) then you can
> use the valuewhen as above because you would never get a true buy
> result when inside a trade
>
> Also be extremely careful with exit conditions, because if you do not
> get all conditions true then an exit may never occur, ie
> Sell = FastMA < SlowMA AND SellPrice > (BuyPrice + 10);
> what happens if the array you have defined as sellprice never gets
> above the (BuyPrice + 10)? It would not matter what happens to the
> MA's as the price has not recovered. You couyld be in the trade for
> years waiting for the price to recover to above the entry price
> Even changing to Sell = FastMA < SlowMA AND SellPrice > valuewhen(buy,
> BuyPrice + 10); will not help
> Also consider if you defined both buyprice and sellprice as Open, then
> a straight SellPrice > (BuyPrice+10) as both would be equal for every
> bar, like saying Open > Open+10, can never happen
>
> Of course if you have a stop loss defined then OK, exit will happen
> and your Sell would only be needed for a profitable exit
>
> Hard to express everything within 5 minutes I allot as a full
> explanation of the problems and what to look for would take pages, if
> not a book on designing trading systems in required computer logic
>
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
> 2008/7/11 ozzyapeman <zoopfree@xxx>:
> > Thanks Graham. I think this does the trick. Much appreciated.
> >
> > If you have a chance, can you spot the logic flaw as to why my mod to
> > Prashanth's code in this same thread does not work? That one does not
> > use loops and looks much simpler. But if there is a reason why it
> > can't work in that format, I'll just stick with the more complex
> > looping and develop that.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> >>
> >> Here is an approach from your code with some changes to make it
follow
> >> logic to me, and ensure variables are correctly initiated
> >>
> >> SetTradeDelays( 1, 1, 1, 1 );
> >>
> >> Sell = Cover = 0;
> >> BuyPrice = SellPrice = ShortPrice = CoverPrice = O;
> >>
> >> myMA1 = MA(C,10);
> >> MyMA2 = MA(C,100);
> >>
> >> Buy = (myMA1 > MyMA2);
> >> Short = (myMA1 < MyMA2);
> >>
> >> inBuy = inShort = 0;
> >> ValueAtBuy = ValueAtShort = Null;
> >>
> >>
> >> for( i = 0; i < BarCount; i++ )
> >> {
> >> if(myMA1[i]<MyMA2[i] AND inBuy AND C[i]>(ValueAtBuy + 0.0010) )
> >> {
> >> Sell[i] = 1;
> >> inBuy= 0;
> >> ValueAtBuy = Null;
> >> }
> >> if(myMA1[i]>MyMA2[i] AND inShort AND C[i]<(ValueAtShort - 0.0010) )
> >> {
> >> Cover[i] = 1;
> >> inShort = 0;
> >> ValueAtShort = Null;
> >> }
> >>
> >> if(inBuy) Buy[i] = 0;
> >> if(inShort) Short[i] = 0;
> >>
> >> if( inBuy==0 AND Buy[i] )
> >> {
> >> inBuy= 1;
> >> ValueAtBuy = C[i];
> >> }
> >> if( inShort==0 AND Short[i] )
> >> {
> >> inShort = 1;
> >> ValueAtShort = C[i];
> >> }
> >> }
> >>
> >>
> >> --
> >> Cheers
> >> Graham Kav
> >> AFL Writing Service
> >> http://www.aflwriting.com
> >>
> >> 2008/7/11 Prashanth <prash454.ta@>:
> >> > I am not sure you require loops to do what you are looking for.
> >> >
> >> >
> >> > SlowMA = MA(C,20);
> >> >
> >> > FastMA = MA(C,5);
> >> >
> >> > Buy
> >> >
> >> > = FastMA > SlowMA ;
> >> >
> >> > Sell
> >> >
> >> > = Cross(SlowMA , FastMA) OR SellPrice > (BuyPrice + 10);
> >> >
> >> > Short
> >> >
> >> > = FastMA < SlowMA;
> >> >
> >> > Cover
> >> >
> >> > = Cross(FastMA, SlowMA) OR CoverPrice < (ShortPrice - 10);
> >> >
> >> > Instead of AND, I have used OR since both Crossover and Price
> > being above 10
> >> > pips cannot happen simultaneously.
> >> >
> >> > Cheers
> >> >
> >> > Prashanth
> >> >
> >> >
> >> >
> >> > ----- Original Message -----
> >> > From: ozzyapeman
> >> > To: amibroker@xxxxxxxxxxxxxxx
> >> > Sent: Friday, July 11, 2008 3:09 AM
> >> > Subject: [amibroker] Re: Help on Debugging this If-Else Loop
> >> > Still toying around with this and still can't get it to work. I
> > just can't
> >> > seem to figure out how to specify the current price. Thought
that the
> >> > ValueWhen function might be able to help.
> >> >
> >> > All I'm trying to achieve is this very simple test system, for
Forex
> >> > Intraday:
> >> >
> >> > 1. Buy Long position when the fast MA is above the slow MA
> >> > 2. Sell the Long position when the fast MA falls below the slow
> > MA, AND
> >> > the current price is at least 10 pips higher than the original
> > entry price.
> >> >
> >> > 3. Enter Short position when fast MA is below the slow MA
> >> > 4. Sell the Short position when the fast MA rises above the slow
> > MA, AND
> >> > the current price is at least 10 pips lower than the original
> > entry price.
> >> > Code below. Anyone?
> >> >
> >> >
> >> >
> >> > Buy = (myMA1 > MyMA2);
> >> > Short = (myMA1 < MyMA2);
> >> >
> >> > PriceAtBuy = 0;
> >> > PriceAtShort = 0;
> >> >
> >> > for( i = 0; i < BarCount; i++ )
> >> > {
> >> > if( PriceAtBuy == 0 AND Buy[ i ] )
> >> > {
> >> > PriceAtBuy = Buy[ i ];
> >> > ValueAtBuy = ValueWhen(Buy[i]>0,C,1);
> >> > }
> >> >
> >> > if( PriceAtShort == 0 AND Short[ i ] )
> >> > {
> >> > PriceAtShort = ShortPrice[ i ];
> >> > ValueAtShort = ValueWhen(Short[i]>0,C,1);
> >> > }
> >> >
> >> >
> >> > if(
> >> > (myMA1[i] < MyMA2[i]) AND (PriceAtBuy > 0) AND (C[i] >
> >> > (ValueAtBuy[i] + 0.0010))
> >> > )
> >> > {
> >> > Sell[ i ] = 1;
> >> > PriceAtBuy = 0;
> >> >
> >> > }
> >> > else
> >> > Sell[ i ] = 0;
> >> >
> >> > if(
> >> > (myMA1[i] > MyMA2[i]) AND (PriceAtShort > 0) AND (C[i] <
> >> > (ValueAtShort[i] - 0.0010))
> >> > )
> >> > {
> >> > Cover[ i ] = 1;
> >> > PriceAtShort = 0;
> >> > }
> >> > else
> >> > Cover[ i ] = 0;
> >> >
> >> >
> >> > }
> >> >
> >>
> >
> >
> >
> > ------------------------------------
> >
> > 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:
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> > Yahoo! Groups Links
> >
> >
> >
> >
>
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