hi,
below I adjusted your code for the simplified sell
algorithm. Like the buyPrice you can now also display the sellprice. Best to go
from there. Expand your sell algorithm and look if you can display it, that will
help you to see what your code is doing, rgds, Ed
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); SellPrice=ValueWhen(Sell,Min(O, Ref(LLV(L,5),-1)));
Buy = ExRem(Buy,Sell); Sell = ExRem(Sell,Buy);
Plot(BuyPrice,"buyprice",colorBlue,styleLine); Plot(SellPrice,"maxtradeclose",colorLightBlue,styleLine);
SetChartOptions(0, chartShowDates); Plot(C,"Last=",colorBlack,64);
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);
----- Original Message -----
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);
__._,_.___
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
__,_._,___
|