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You can use array functions inside loops, but it will be slow. The
reason this is not working is because BarsSince() takes an array
argument. You are passing in a number. I haven't tried this, but I'm
guessing AmiBroker is internally converting the number to an array
where each element has the same value. Remove the [i] notation.
Alternatively, change the logic so it does not use array functions
inside the loop.
Cheers,
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> Hi GP,
>
> But even when I put HoldTime inside the loop, as below, it still does
> not work. In fact Amibroker ends up hanging. Are there certain functions
> that just can't be used inside loops?
>
>
>
> for (i = Length; i < (BarCount-TradeDelay); i++)
> {
> wasLong = longContractCount > 0;
> wasShort = shortContractCount > 0;
> HoldTime = BarsSince(ShortSignal[i]);
>
> if (shortContractCount > 0)
> {
> reachedProfitLevel = C[i] < profitLevel;
> if (reachedProfitLevel)
> {
> coverSignal[i] = 3;
> shortContractCount = 0;
> }
> else if( HoldTime[i] > 1728) // 6 days worth of 5-min bars
> {
> coverSignal[i] = 2;
> shortContractCount = 0;
> }
> }
> // Short entry
> if (NOT wasShort AND (longContractCount == 0))
> {
> shortSignal[i] = 1;
> shortContractCount = 1;
> }
> }
> --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@> wrote:
> >
> > Where and how is ShortSignal first defined? You define it iteratively
> > near the end of the loop, but HoldTime is based on its value before
> > entering the loop. If it was just all Null before that, then the test
> > for HoldTime[i] > 1728 would always fail (ie. effectively be False).
> >
> > GP
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" zoopfree@ wrote:
> > >
> > > Hello, hoping someone can help me with this code bug. I'm simply
> > > trying to cover a short position if it has been held for more than 6
> > > days ( 1728 five-min bars). The backtest results indicate that the
> 'if
> > > else'condition is being ignored. Positions continue to be held well
> > > beyond the 6 days.
> > >
> > > If I try declaring HoldTime inside the loop, for e.g.:
> > >
> > > HoldTime = BarsSince(ShortSignal[i]==1)
> > > or just HoldTime = BarsSince(ShortSignal[i])
> > >
> > > what happens is that AB just hangs indefinitely when I try to verify
> > > AFL syntax from within the formula editor (using AB 5.16)
> > >
> > > And when I try declaring HoldTime outside the loop, the 'if else'
> > > condition is ignored (but at least AB does not hang). For now,
> please
> > > assume that I need the loop. The below code snippet is a piece of a
> > > more involved system. What's wrong?
> > >
> > > HoldTime = BarsSince(ShortSignal==1);
> > >
> > > for (i = Length; i < (BarCount-TradeDelay); i++)
> > > {
> > > wasLong = longContractCount > 0;
> > > wasShort = shortContractCount > 0;
> > >
> > > if (shortContractCount > 0)
> > > {
> > > reachedProfitLevel = C[i] < profitLevel;
> > > if (reachedProfitLevel)
> > > {
> > > coverSignal[i] = 3;
> > > shortContractCount = 0;
> > > }
> > > else if( HoldTime[i] > 1728) // 6 days worth of 5-min bars
> > > {
> > > coverSignal[i] = 2;
> > > shortContractCount = 0;
> > > }
> > > }
> > > // Short entry
> > > if (NOT wasShort AND (longContractCount == 0))
> > > {
> > > shortSignal[i] = 1;
> > > shortContractCount = 1;
> > > }
> > > }
> > >
> >
>
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