[amibroker] Re: Correct use of BarsSince inside a loop

["ozzyapeman" <zoopfree@xxxxxxxxxxx>]

Thanks again!

--- In amibroker@xxxxxxxxxxxxxxx, "_sdavis" <_sdavis@xxx> wrote:
>
> 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@> 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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