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Hi,
I think that you are asking for something like the following:
SetForeign("VGY");
LastWeekClose = Ref(Close, -5);
Bull = Cross(Close, LastWeekClose * 1.04);
Bear = Cross(LastWeekClose * 0.96, Close);
BullBarsAgo = BarsSince(Bull);
BearBarsAgo = BarsSince(Bear);
RestorePriceArrays();
Buy = ... AND BullBarsAgo < BearBarsAgo; // No bear since last bull.
Sell = ... OR Bear; // Normal sell or start of bear.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "john10987654321"
<john10987654321@xxx> wrote:
>
> Thank you for your reply. My request is a little more complicated.
> Your suggestion would presume that I want to buy if the foreign symbol
> rises 1.04 *today.* I want to buy on any day after the symbol hits
> 1.04. Say the VGY gives a buy signal today by rising 4% since 5 days
> ago. The next day it's only 1.02. That doesn't matter. I can keep
> buying stocks for days, weeks or months until I get a sell signal. I
> want to be able to buy on any day until I get a sell signal and then I
> do not want to buy on any day until I get a buy signal. That is why I
> was trying to write to a file BULL or BEAR. That file would only be
> written if I get a signal and then referred to on subsequent days
> until the signal changes. Am I making sense?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > Hi,
> >
> > There's no need to do looping here. Since Change now holds a bar by
> > bar ratio, you may just refer to it directly.
> >
> > Also, there's no need to write to any external file. Just include the
> > condition in your buy logic using the AND operator and in your sell
> > logic using the OR operator.
> >
> > Try something like this:
> >
> > SetForeign("VGY");
> > Change = C/Ref(C, -5);
> > RestorePriceArrays();
> >
> > Buy = ... AND Change >= 1.04; // Confirm buy signal with Bull
> > Sell = ... OR Change <= 0.96; // Regular sell or Bear
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "john10987654321"
> > <john10987654321@> wrote:
> > >
> > > Hello, I have used Amibroker for a long time but am only beginning
> > to
> > > write complex formulas. First let me explain what I want to do, then
> > > show you what I've done and then ask for advice on how to proceed.
> > >
> > > In my backtest, I want to buy stocks using my long-only strategy
> > when
> > > the Value Line Index (symbol VGY) has given a buy signal by rising
> > 4%
> > > or more in the past five days. I want to sell all stocks in my
> > > backtest when the VGY has dropped 4% or more in the past five days.
> > I
> > > will follow my normal sell signals with individual stocks if the VGY
> > > is still in a buy signal.
> > >
> > > To accomplish this, I thought I would, for each day of my backtest,
> > > check the VGY, and if on that day, it rose 4% or more from 5 days
> > > previous, write to a file called sig.txt "BULL". If the VGY did not
> > > rise 4%, I would write nothing. If the VGY dropped 4% from 5 days
> > > previous, I would write to the same sig.txt file "BEAR". So nothing
> > > would be written if there were no signal. I was then going to figure
> > > out a way to read from sig.txt for each day of my backtest, and
> > follow
> > > the most-recently written signal, BEAR or BULL.
> > >
> > > I have partially written this code. I can get it to write to a file,
> > > but it will only write BEAR. I thought that by setting backtest
> > dates
> > > in Automatic Analysis, that this would run for each day. But the
> > > reason it is only writing BEAR today, I believe is it is only
> > checking
> > > for today.
> > >
> > > That led me to functions and for loops, etc. and I am at a point
> > where
> > > I am in need of direction. So far, I have been learning alot about
> > > FOREIGN, LastValue, fopen, etc. Here's the code I've done thus far:
> > >
> > > VgyToday = Foreign("VGY", "Close");
> > > VgyLastWeek = Ref(Foreign("VGY","Close"),-5);
> > > Change = (VgyToday / VgyLastWeek);
> > >
> > > if ( LastValue(Change[0], lastmode = True ) <= .96 )
> > > {
> > > fh = fopen( "c:\\tmp\\sig.txt", "w");
> > > if( fh )
> > > {
> > > fputs( "BEAR", fh );
> > > fclose( fh );
> > > }
> > > }
> > > else
> > > {
> > > printf ("No\n");
> > > }
> > >
> > >
> > > if ( LastValue(Change[0], lastmode = True ) >= 1.04 )
> > > {
> > > fh = fopen( "c:\\tmp\\sig.txt", "w");
> > > if( fh )
> > > {
> > > fputs( "BULL", fh );
> > > fclose( fh );
> > > }
> > > }
> > > else
> > > {
> > > printf ("No\n");
> > > }
> > >
> > > Any guidance much appreciated.
> > >
> >
>
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