|
PureBytes Links
Trading Reference Links
|
Ed,
Nice piece of work.
Please, how do you post your formula to keep tabs ?
Every time I send a formula with Yahoo, the lines are right indented.
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> hi,
>
> another Email .... the original problem you have has to do with the
fact that at some bars there is a buy and a sell signal at the same
bar. For some reason using exrem it is not treated properly it seems
.. did not figure out what exactly is the problem.
>
> I find it pretty hard to put all your rules inside 1 sell statement.
Therefore I show you how to solve your problem using a additional
procedure. Basicly once you are in a trade you have
> - a stoploss (sort of a trailing stop) defined by Ref(LLV(L,5),-1)
and you have
> - a profit stop defined by Ref(2*ATR(10),-1).
>
> Below I show how you could code your idea, 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 ] = stopLossLine[ i ];
> 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;
>
> }
> }
> }
> }
>
> }
>
>
> 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,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@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);
>
------------------------------------
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/
|