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[amibroker] Re: Buyprice changes while long



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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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