|
PureBytes Links
Trading Reference Links
|
Thanks. I am using a one-bar delay. Where should I stick that line?
Under here:
Buy = (myMA1 > MyMA2);
Short = (myMA1 < MyMA2);
Or in the for loop?
I also would have thought that this section within the for loop
already ensures that we always sell at least 10 pips over the buy:
for( i = 0; i < BarCount; i++ )
{
if(myMA1[i] < MyMA2[i] AND inBuy AND C[i]>(ValueAtBuy + 0.0010) )
{
Sell[i] = 1;
inBuy= 0;
ValueAtBuy = Null;
}
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> I will add one other item to this
> If you are entering your trade with one bar delay then you need to
> include this to find the buyprice
> SellPrice > valuewhen(ref(buy,-1),BuyPrice + 10);
>
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
>
> 2008/7/11 ozzyapeman <zoopfree@xxx>:
> > Graham, very helpful post. Thank you very much. I will continue to
study.
> >
> > I haven't programmed for about twenty years, so it's taking me some
> > time to regain my footing on basic stuff. But the rework of my code
> > that you so kindly performed will allow me to make solid strides over
> > the next few weeks.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> >>
> >> Buyprice, sellprice, shortprice and coverprice are arrays and have a
> >> value in every bar according to how they are defined
> >> eg Buyprice = O; means it is Open price in every bar
> >>
> >> you can use valuewhen(buy,buyprice)
> >> but if buy has many bars where it is true, even after entry then you
> >> are just referencing the most recent bar where it is true
> >> In this even exrem cannot help as it is only effective after it
is used
> >>
> >> Buy = (myMA1 > MyMA2); means every bar that myMA1 is greater than
> >> MyMA2 gives buy==true
> >> You can use Cross(myMA1, MyMA2) to overcome the defficiency of
using a
> >> straight > for the condition.
> >> Provided the ultimate Sell is reverse Cross(myMA2, MyMA1) then
you can
> >> use the valuewhen as above because you would never get a true buy
> >> result when inside a trade
> >>
> >> Also be extremely careful with exit conditions, because if you do not
> >> get all conditions true then an exit may never occur, ie
> >> Sell = FastMA < SlowMA AND SellPrice > (BuyPrice + 10);
> >> what happens if the array you have defined as sellprice never gets
> >> above the (BuyPrice + 10)? It would not matter what happens to the
> >> MA's as the price has not recovered. You couyld be in the trade for
> >> years waiting for the price to recover to above the entry price
> >> Even changing to Sell = FastMA < SlowMA AND SellPrice >
valuewhen(buy,
> >> BuyPrice + 10); will not help
> >> Also consider if you defined both buyprice and sellprice as Open,
then
> >> a straight SellPrice > (BuyPrice+10) as both would be equal for every
> >> bar, like saying Open > Open+10, can never happen
> >>
> >> Of course if you have a stop loss defined then OK, exit will happen
> >> and your Sell would only be needed for a profitable exit
> >>
> >> Hard to express everything within 5 minutes I allot as a full
> >> explanation of the problems and what to look for would take pages, if
> >> not a book on designing trading systems in required computer logic
> >>
> >>
> >> --
> >> Cheers
> >> Graham Kav
> >> AFL Writing Service
> >> http://www.aflwriting.com
> >>
> >>
> >> 2008/7/11 ozzyapeman <zoopfree@>:
> >> > Thanks Graham. I think this does the trick. Much appreciated.
> >> >
> >> > If you have a chance, can you spot the logic flaw as to why my
mod to
> >> > Prashanth's code in this same thread does not work? That one
does not
> >> > use loops and looks much simpler. But if there is a reason why it
> >> > can't work in that format, I'll just stick with the more complex
> >> > looping and develop that.
> >> >
> >> >
> >> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> >> >>
> >> >> Here is an approach from your code with some changes to make it
> > follow
> >> >> logic to me, and ensure variables are correctly initiated
> >> >>
> >> >> SetTradeDelays( 1, 1, 1, 1 );
> >> >>
> >> >> Sell = Cover = 0;
> >> >> BuyPrice = SellPrice = ShortPrice = CoverPrice = O;
> >> >>
> >> >> myMA1 = MA(C,10);
> >> >> MyMA2 = MA(C,100);
> >> >>
> >> >> Buy = (myMA1 > MyMA2);
> >> >> Short = (myMA1 < MyMA2);
> >> >>
> >> >> inBuy = inShort = 0;
> >> >> ValueAtBuy = ValueAtShort = Null;
> >> >>
> >> >>
> >> >> for( i = 0; i < BarCount; i++ )
> >> >> {
> >> >> if(myMA1[i]<MyMA2[i] AND inBuy AND C[i]>(ValueAtBuy + 0.0010) )
> >> >> {
> >> >> Sell[i] = 1;
> >> >> inBuy= 0;
> >> >> ValueAtBuy = Null;
> >> >> }
> >> >> if(myMA1[i]>MyMA2[i] AND inShort AND C[i]<(ValueAtShort -
0.0010) )
> >> >> {
> >> >> Cover[i] = 1;
> >> >> inShort = 0;
> >> >> ValueAtShort = Null;
> >> >> }
> >> >>
> >> >> if(inBuy) Buy[i] = 0;
> >> >> if(inShort) Short[i] = 0;
> >> >>
> >> >> if( inBuy==0 AND Buy[i] )
> >> >> {
> >> >> inBuy= 1;
> >> >> ValueAtBuy = C[i];
> >> >> }
> >> >> if( inShort==0 AND Short[i] )
> >> >> {
> >> >> inShort = 1;
> >> >> ValueAtShort = C[i];
> >> >> }
> >> >> }
> >> >>
> >> >>
> >> >> --
> >> >> Cheers
> >> >> Graham Kav
> >> >> AFL Writing Service
> >> >> http://www.aflwriting.com
> >> >>
> >> >> 2008/7/11 Prashanth <prash454.ta@>:
> >> >> > I am not sure you require loops to do what you are looking for.
> >> >> >
> >> >> >
> >> >> > SlowMA = MA(C,20);
> >> >> >
> >> >> > FastMA = MA(C,5);
> >> >> >
> >> >> > Buy
> >> >> >
> >> >> > = FastMA > SlowMA ;
> >> >> >
> >> >> > Sell
> >> >> >
> >> >> > = Cross(SlowMA , FastMA) OR SellPrice > (BuyPrice + 10);
> >> >> >
> >> >> > Short
> >> >> >
> >> >> > = FastMA < SlowMA;
> >> >> >
> >> >> > Cover
> >> >> >
> >> >> > = Cross(FastMA, SlowMA) OR CoverPrice < (ShortPrice - 10);
> >> >> >
> >> >> > Instead of AND, I have used OR since both Crossover and Price
> >> > being above 10
> >> >> > pips cannot happen simultaneously.
> >> >> >
> >> >> > Cheers
> >> >> >
> >> >> > Prashanth
> >> >> >
> >> >> >
> >> >> >
> >> >> > ----- Original Message -----
> >> >> > From: ozzyapeman
> >> >> > To: amibroker@xxxxxxxxxxxxxxx
> >> >> > Sent: Friday, July 11, 2008 3:09 AM
> >> >> > Subject: [amibroker] Re: Help on Debugging this If-Else Loop
> >> >> > Still toying around with this and still can't get it to work. I
> >> > just can't
> >> >> > seem to figure out how to specify the current price. Thought
> > that the
> >> >> > ValueWhen function might be able to help.
> >> >> >
> >> >> > All I'm trying to achieve is this very simple test system, for
> > Forex
> >> >> > Intraday:
> >> >> >
> >> >> > 1. Buy Long position when the fast MA is above the slow MA
> >> >> > 2. Sell the Long position when the fast MA falls below the
slow
> >> > MA, AND
> >> >> > the current price is at least 10 pips higher than the original
> >> > entry price.
> >> >> >
> >> >> > 3. Enter Short position when fast MA is below the slow MA
> >> >> > 4. Sell the Short position when the fast MA rises above
the slow
> >> > MA, AND
> >> >> > the current price is at least 10 pips lower than the original
> >> > entry price.
> >> >> > Code below. Anyone?
> >> >> >
> >> >> >
> >> >> >
> >> >> > Buy = (myMA1 > MyMA2);
> >> >> > Short = (myMA1 < MyMA2);
> >> >> >
> >> >> > PriceAtBuy = 0;
> >> >> > PriceAtShort = 0;
> >> >> >
> >> >> > for( i = 0; i < BarCount; i++ )
> >> >> > {
> >> >> > if( PriceAtBuy == 0 AND Buy[ i ] )
> >> >> > {
> >> >> > PriceAtBuy = Buy[ i ];
> >> >> > ValueAtBuy = ValueWhen(Buy[i]>0,C,1);
> >> >> > }
> >> >> >
> >> >> > if( PriceAtShort == 0 AND Short[ i ] )
> >> >> > {
> >> >> > PriceAtShort = ShortPrice[ i ];
> >> >> > ValueAtShort = ValueWhen(Short[i]>0,C,1);
> >> >> > }
> >> >> >
> >> >> >
> >> >> > if(
> >> >> > (myMA1[i] < MyMA2[i]) AND (PriceAtBuy > 0) AND (C[i] >
> >> >> > (ValueAtBuy[i] + 0.0010))
> >> >> > )
> >> >> > {
> >> >> > Sell[ i ] = 1;
> >> >> > PriceAtBuy = 0;
> >> >> >
> >> >> > }
> >> >> > else
> >> >> > Sell[ i ] = 0;
> >> >> >
> >> >> > if(
> >> >> > (myMA1[i] > MyMA2[i]) AND (PriceAtShort > 0) AND
(C[i] <
> >> >> > (ValueAtShort[i] - 0.0010))
> >> >> > )
> >> >> > {
> >> >> > Cover[ i ] = 1;
> >> >> > PriceAtShort = 0;
> >> >> > }
> >> >> > else
> >> >> > Cover[ i ] = 0;
> >> >> >
> >> >> >
> >> >> > }
> >> >> >
> >> >>
>
------------------------------------
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/
|