Paul - thanks for the code. It's still generated only one trade for
the
SPY.
I'm wondering about two aspects - as to whether test lines of
code
will actually work:
> > Buy = Condition1 AND
Condition2;
> > BuyPrice = HHV(H,2);
> >
> > Sell =
C > BuyPrice AND BarsSince(Buy) >= 1;
Can I use BarsSince Buy this
way?
--- In amibroker@xxxxxxxxxps.com,
"Paul Ho" <paul.tsho@x..> wrote:
>
> You can make some
small changes to bring the definition of true
> range to be in line how
they are normally defined.
> TrueHigh = max(H, ref(c, -1));
>
TrueLow = min(L, ref(c, -1));
> TrueRange = TrueHigh - TrueLow;
>
/Paul.
> --- In amibroker@xxxxxxxxxps.com,
"droskill" <droskill@> wrote:
> >
> > Hey all - trying
to translate a system but having some issues.
> Here's
> > the
original EasyLanguage:
> >
> > Input: StopPts (30); { Size of
money management stop, points }
> > Var: TR (0); { True Range }
>
>
> > TR = TrueRange;
> >
> > Condition1 = TR
< TR[1] and TR < TR[2];
> > Condition2 = C > C[14] and C <
C[2];
> > Condition3 = C < C[14] and C > C[2];
> >
> > If Condition1 and Condition2 then
> > Buy next bar at
Highest(H, 2) stop;
> >
> > If Condition1 and Condition3
then
> > Sell short next bar at Lowest(L, 2) stop;
> >
> > If MarketPosition = 1 and C > EntryPrice and BarsSinceEntry
>= 1
> then
> > Sell this bar at close;
> >
>
> If MarketPosition = -1 and C < EntryPrice and BarsSinceEntry >= 1
> then
> > Buy to cover this bar at close;
> >
>
> If MarketPosition = 1 then
> > Sell next bar at EntryPrice -
StopPts stop;
> >
> > If MarketPosition = -1 then
>
> Buy to Cover next bar at EntryPrice + StopPts stop;
> >
>
>
> > -----------------------------------
>
> Here's what I've got - it ain't working:
> >
> > TR1 =
abs(H-L);
> > TR2 = abs(H-Ref(C,-1));
> > TR3 =
abs(Ref(C,-1)-L);
> >
> > TRa =
Max(TR1,TR2);
> > TRb = Max(TR2,TR3);
> > TR =
Max(TRa,TRb);
> >
> > Condition1 = TR < Ref(TR,-1)
AND TR < Ref(TR,-2);
> > Condition2 = C > Ref(C,-14) AND C <
Ref(C,-2);
> > Condition3 = C < Ref(C,-14) AND C >
Ref(C,-2);
> >
> > Buy = Condition1 AND Condition2;
>
> BuyPrice = HHV(H,2);
> >
> > Sell = C > BuyPrice AND
BarsSince(Buy) >= 1;
> >
> > Short = Condition1 AND
Condition3;
> > ShortPrice = LLV(L,2);
> >
> > Cover
= C < ShortPrice AND BarsSince(Short) >= 1;
> >
> >
ApplyStop(stopTypeLoss,stopModePoint,30,0);
> >
> >
------------------------------
> > Any thoughts greatly
appreciated.
> >
>
