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Thank you very much. I will try this.
I also want to be able to sell everything if the system's drawdown is
more than, say, 10 percent. I have written a variable:
//Your Current Drawdown:
Draw = (Highest(E) / E);
and have included it in my sell signals:
Sell= ... OR Draw <= .90;
But it is not working. What am I doing wrong? Any help appreciated.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@> 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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