|
ok good. This is also what I used but I found in
some cases there are 2 buys in a row without a sell in between, even when
running exrem. I thought that this was your problem.
Anyways, I guess it is solved now.
The code I have sent earlier was not complete. The
stoploss needed to be trailing. I add the adjusted code + a chart,
rgds, Ed
procedure sell_proc(Buy,BuyPrice,stopLoss,profitTarget) {
global Sell;
global SellPrice;
global BuyAdjusted;
global BuyPriceAdjusted;
Sell = 0;
SellPrice = 0;
BuyAdjusted =
0;
BuyPriceAdjusted = 0;
global stopLossLine;
global profitTargetLine;
stopLossLine =
Null;
profitTargetLine =
Null;
for( i = 0; i < BarCount; i++ )
{
if ( Buy[ i ] )
{
BuyAdjusted[ i ] = 1;
BuyPriceAdjusted[ i ] =
BuyPrice[ i ];
stopLossLine[ i ] = stopLoss[ i ];
profitTargetLine[ i ] = BuyPrice[ i ] + profitTarget[ i ];
for (j = i + 1; j < BarCount; j++)
{
stopLossLine[ j ] =
stopLoss[ j ];
profitTargetLine[ j ]
= profitTargetLine[ i ];
if( L[ j ] <= stopLossLine[ j ] )
{
Sell[ j ] = 1;
SellPrice[ j ] = Min(O[ j ],stopLossLine[ j ]);
i =
j;
break;
}
else if( H[ j ] > profitTargetLine[ j ] )
{
Sell[ j ] = 1;
SellPrice[ j ] = Max(O[ j ],profitTargetLine[ j ]);
i =
j;
break;
}
else if (j == BarCount - 1)
{
i =
BarCount;
}
}
}
}
}
SetOption("MaxOpenPositions", 100 );
SetOption("PriceBoundChecking", True);
PositionSize = -100;
SetTradeDelays(0,0,0,0);
SetBarsRequired(10000,10000);
Entrypt=HHV(H,3);
Buy= Cross(H,Ref(Entrypt,-1));
BuyPrice=Max(O,Ref(Entrypt,-1));
sell_proc(Buy,BuyPrice,Ref(LLV(L,5),-1),Ref(2*ATR(10),-1) );
Buy = BuyAdjusted;
BuyPrice = BuyPriceAdjusted;
Plot(stopLossLine,"stopLossLine",colorBlue,styleThick);
Plot(profitTargetLine,"profitTargetLine",colorLightBlue,styleThick);
Plot(Ref(Entrypt,-1),"EntryLevel",colorYellow,styleDashed);
SetChartOptions(0, chartShowDates);
Plot(C,"Last=",colorBlack,64);
PlotShapes(IIf(Buy,shapeUpTriangle,shapeNone),colorGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowUpTriangle,shapeNone),colorWhite,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowCircle,shapeNone),colorWhite,0,BuyPrice,0);
PlotShapes(IIf(Sell,shapeDownTriangle,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeHollowDownTriangle,shapeNone),colorWhite,0,H,-15);
PlotShapes(IIf(Sell,shapeHollowCircle,shapeNone),colorWhite,0,SellPrice,0);
----- Original Message -----
Sent: Friday, July 11, 2008 5:10 PM
Subject: [amibroker] Re: Buyprice changes
while long
Hi Ed,
Thanks for answering. Yes, I have to rethink the exit since I am simulating
a trail stop but I need it more complicated than the one I can implement with
Applystop().
Regarding the problem with Buystop I have found a way to fix it. I need to
place the Buyprice sentence:
BuyPrice=ValueWhen(Buy,Max(O,Ref(Entrypt,-1)));
below the Exrem() sentence, thus I remove the other ocurrences of Buy that
move the Buyprice. Try it and you will see that the Buyprice is now a constant
while long (the blue line). I guess this is a typical error when coding since
we always want Buyprice below Buy signal. Buyprice needs to be static.
regards,
Oscar
--- In amibroker@xxxxxxxxxps.com, "Edward Pottasch"
<empottasch@x..> wrote:
>
> 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 -----
> From: cagigas00
> To: amibroker@xxxxxxxxxps.com
>
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
![]()
__,_._,___
|