[amibroker] Re: Sell after n bars only if net loss

["Pete" <dryheat3@xxxxxxx>]

Nope, I plugged this in and the Ref(Buyprice, -10) gives you the close
of the bar 10 periods PRIOR to the buy signal. It does not give the
value of the close 10 days AFTER the buy signal.

Let me know if you have any other ideas. I sketched this out very
clearly using an exploration and the only way I can get it to
correctly read the Nth bar after the buy signal is using a positive
value in the Ref() function. But this causes the formula check to
report a future leak.
//Code*******************************************************
Buy = <<insert buy rule here>>
Filter = Close < Ref(BuyPrice, -5);
AddColumn(BuyPrice, "Buy Price", 1.2);
AddColumn(Ref(BuyPrice, -5), "5 Days Later", 1.2);
AddColumn(((Ref(C, -5) - BuyPrice)/ BuyPrice) * 100, "5PrdPrft", 1.2);
tst = WriteIf(Close < Ref(BuyPrice, -5), "Exit", "Stay");
AddTextColumn(tst, "Test" );
//End Code***************************************************

The negative 5's above read the close of the bar 5 steps before the
close. In order to read 5 bars after the close you have to change the
negatives to positives and this gives a warning that the formula has
to look into the future to calculate trades.


  Pete  :-)

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
> 
> Same answer as 
> http://finance.groups.yahoo.com/group/amibroker/message/128003
> 
> Assuming that the answer is correct of course ;)
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Pete" <dryheat3@> wrote:
> >
> > I'm trying to add a condition to my sell rule without creating a
> > future leak. I have the following:
> > Sell = Cross(Trigger, Close) OR ((BuyPrice - Ref(C, 5)) > 0);
> > 
> > I'm trying to get it to exit a trade if it is not profitable after 5
> > bars. Problem is it creates astronomical results and the formula 
> check
> > indicates there may be a future leak stating that 40 future quotes 
> are
> > required in the calculations.
> > I could also use the stopTypeNBar setting on the ApplyStop function
> > but I still need a way to measure the profit/loss of the trade a
> > number of days after the buy but do it without peaking into the 
> future.
> > 
> >   Pete  :-)
> >
>



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