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Thank you very much. BTW I retrieved my left... :)
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> hi,
>
> you need to go to Tools -> Preferences -> Editor and then set "Copy
as HTML" on,
>
> regards, Ed
>
>
>
>
> ----- Original Message -----
> From: reinsley
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, July 11, 2008 5:42 PM
> Subject: [amibroker] Re: Buyprice changes while long
>
>
>
> 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@>
> 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);
> >
>
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