Re: [amibroker] Buyprice changes while long

["Edward Pottasch" <empottasch@xxxxxxxxx>]

hi there,

 

your code has problems due to a part of your sell statement. If you try this code at the start:

 

SetBarsRequired(10000,10000);

Entrypt=HHV(H,3);

Buy= Cross(H,Ref(Entrypt,-1));
BuyPrice=ValueWhen(Buy,Max(O,Ref(Entrypt,-1)));

MaxTRADECLOSE=Ref(HighestSince(Buy,C),-1);

Sell= L < Ref(LLV(L,5),-1);// OR (Maxtradeclose-BuyPrice) > 2*ATR(10);

 

then you will see that your problem disappears. You need to rethink how to incorporate the socond part of the sell statement. I did not look at it in detail but something is not right with the later part in the sell statement.

 

regards, Ed

 

 

 

 

----- Original Message -----

From: cagigas00

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, July 11, 2008 11:08 AM

Subject: [amibroker] Buyprice changes while long

The following code replicates the problem I am having with a system. The buyprice is suppossed to be constant while the system is long, however it keeps changing. How can I make the Buyprice a constant?

Thanks

Oscar

//COND//

Entrypt=HHV(H,3);

//ENTRY SIGNAL//

Buy= H > Ref(Entrypt,-1);

BuyPrice=ValueWhen(Buy,Ref(Entrypt,-1));

//EXIT SIGNAL//

MaxTRADECLOSE=Ref(HighestSince(Buy,C),-1);

Sell= L < Ref(LLV(L,5),-1) OR (Maxtradeclose-BuyPrice) > 2*ATR(10);

//REMOVE EXCESIVE SIGNALS//

Buy=ExRem(Buy,Sell);

Sell=ExRem(Sell,Buy);

//PLOT BUY AND SELL POINTS//

Plot(C,"Last=",colorBlack,styleBar|styleThick);

PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15);

PlotShapes(IIf(Buy,shapeHollowCircle,shapeNone),colorGreen,0,BuyPrice,0);

PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);

PlotShapes(IIf(Sell,shapeHollowCircle,shapeNone),colorRed,0,SellPrice,0);

//AUX//

Plot(Buy,"buy",colorRed,styleLine|styleOwnScale);

Plot(BuyPrice,"buyprice",colorBlue,styleLine);

Plot(Maxtradeclose,"maxtradeclose",colorGreen,styleLine);

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