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Title: Re: [amibroker] Re: Resetting trade delays based on value of variable
Pete,
I never use settradedelays(), I leave them set to zero all the time and delay trades using ref(buy,-n). imo, This is simpler and gives easier control than changing arguments in the SetTradeDelays().
just warp your signals in the ref function and you can set the delays at the start of your code.
dBuy = Param("Buy Delay",0,0,10,1);
Buy = ref(Buy,-dBuy);
This allows you to change them anywhere in your code but also enables you to quickly see how changing the delays effects system performance (plot the equity). this is great for development.
Best regards,
herman
Sunday, August 17, 2008, 2:55:13 PM, you wrote:
> After thoroughly testing this I have come to the conclusion the
> SetTradeDelays function cannot be used the change the delays based on
> some condition encountered during the processing of the AFL script. I
> have tested numerous configurations and can only assume that AFL can
> only use a single value for trade delays and cannot process a floating
> value for this setting.
> Ok, I may be proven wrong on that point but one thing has become very
> clear. While I tend to look for complicated solutions to simple
> problems I have discovered the value of writing AFL code to look into
> the past for buy/sell conditions instead of using trade delays. I can
> write one version of code that checks the previous bar for a buy/sell
> condition and use this to back test my ideas and fine tune
> performance. Once I find something that works I just change the code
> so my charts and scans show me the day the buy/signal occurs... I know
> many of you have learned this lesson long ago and I really appreciate
> your input in helping me to get it too.
> Pete :-)
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>> Hi Pete - If all else fails you could always delay the signals
> themselves
>> ....
>> Buy = whatever;
>> DelayedBuy1 = ref( Buy, -1 );
>> DelayedBuy2 = ref( Buy, -2 );
>> Buy = IIF( Cond1True, Buy, IIF( Cond2True, DelayedBuy1, DelayedBuy2 ) );
>> And there is always looping available for the complicated situations.
>> Steve
>> ----- Original Message -----
>> From: "Pete" <dryheat3@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Saturday, August 16, 2008 11:38 PM
>> Subject: [amibroker] Re: Resetting trade delays based on value of
> variable
>> >I have a system that can be enhanced if I can change the trading
>> > delays when certain conditions are met. There must be some way in AFL
>> > to set trade delays to one value for condition 'A' and then reset the
>> > the trading delays when condition 'B' is met.
>> > Ridiculous example:
>> > SetTradeDelays(1,1,1,1);
>> > BigGame = (IIF(AZ_Cardinals = Win, "Amazing", "Figures");
>> > IIF(BigGame = "Amazing", SetTradeDelays((2,2,2,2),
>> > SetTradeDelays(0,0,0,0);
>> > Buy = <<something>>;
>> > Sell = <<something else>>;
>> >
>> > Pete :-)
>> >
>> >
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, dingo <dingo@> wrote:
>> >>
>> >> why don't you just use SetTradeDelays(0,0,0,0) and then if you want
>> > a delay
>> >> add it in your code?
>> >>
>> >> d
>> >>
>> >> On Sat, Aug 16, 2008 at 10:09 PM, Pete <dryheat3@> wrote:
>> >>
>> >> > I spent some more time trying to work this out and could not
> find some
>> >> > way to verify if this is working. However, I found a much less
> complex
>> >> > method to apply this technique (see code below), but I still cannot
>> >> > get it to do what I expect. Example: comment out the line of
> code for
>> >> > the SetTradeDelays and run the back test. I get slightly different
>> >> > results but when I drill down into individual trades the exits are
>> >> > occurring on the day of the signal whether the line of code in
> place
>> >> > or commented out.
>> >> >
>> >> > //[code]*************************************************
>> >> > SetTradeDelays(0,0,0,0);
>> >> > BuyPrice = Open;
>> >> > SellPrice = Open;
>> >> >
>> >> > Buy = <<insert buy rule here>>
>> >> > fltr = <<some test value to see if delays should be adjusted>>
>> >> >
>> >> > tstDly = WriteIf(fltr == 1 , "1", "0");
>> >> > SetTradeDelays(0, 0, StrToNum(tstDly) , StrToNum(tstDly) );
>> >> >
>> >> > sell = <<insert sell rule here>>
>> >> > //[/code]************************************************
>> >> >
>> >> > Pete :-)
>> >> >
>> >> > --- In amibroker@xxxxxxxxxxxxxxx, "Pete" <dryheat3@> wrote:
>> >> > >
>> >> > > Just wondering if this is even possible. I checked the AFL help
>> > files,
>> >> > > searched the online AFL Formula reference and also searched this
>> > yahoo
>> >> > > group. Every example only shows the SetTradDelays() function
> being
>> >> > > used one time in the code and never 'adjusted' to some other
> value
>> >> > > based on a condition. I created this function which seems to me
>> > should
>> >> > > work correctly but I have no way to really be sure it's
> working as
>> >> > > designed. I am using the printf() function several times to keep
>> > track
>> >> > > of different values during bar replay, (thanks to Razzbarry),
> but I
>> >> > > can't find a way to print the values of the trade delays to the
>> > output
>> >> > > window.
>> >> > > //[code]*************************************************
>> >> > > SetTradeDelays(0,0,0,0);
>> >> > > BuyPrice = Open;
>> >> > > SellPrice = Open;
>> >> > >
>> >> > > Buy = <<insert buy rule here>>
>> >> > > fltr = <<some test value to see of delays should be adjusted>>
>> >> > > function dly()
>> >> > > {
>> >> > > if (fltr == 1)
>> >> > > SetTradeDelays(0,0,1,1);
>> >> > > else
>> >> > > SetTradeDelays(0,0,0,0);
>> >> > > }
>> >> > > sell = <<insert sell rule here>>
>> >> > > //[/code]************************************************
>> >> > >
>> >> > > The goal here is to change the trade delays to 0,0,1,1 only
> if the
>> >> > > fltr variable returns a true value of 1.
>> >> > > Thanks for taking the time to check this out.
>> >> > >
>> >> > > Pete :-)
>> >> > >
>> >> >
>> >> >
>> >> >
>> >> > ------------------------------------
>> >> >
>> >> > 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
>> >> >
>> >> >
>> >> >
>> >> >
>> >>
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > 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:
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>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
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Please note that this group is for discussion between users only.
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