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i didn't know that about Barssince - and thanks for the code - it will
at least be a decent place to start.
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@xxx> wrote:
>
> strictly speaking, I havent consider the scenario when Barsince
> Entry is bigger than 1. The problem with using Barsince, as well as
> valuewhen is that, if a new buy signal appears before a exit signal
> from the original buy signal appears, then valuewhen, barssince will
> take from the new buy signal. and to be do that properly, you will
> need a loop that ignore all buy signal until a exit signal is in
> place
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@> wrote:
> >
> > I'm no sure Buy next bar at Highest(H, 2) stop means 1 tick above
> > the High or equal to the high. I've made it one tick above it.
> > But the following code will work.
> > TickSize= 1; //or whatever else
> > TrueHigh = max(H, ref(c, -1));
> > TrueLow = min(L, ref(c, -1));
> > tr = TrueHigh - TrueLow;
> > 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);
> > longentrypoint = HHV(H, 2);
> > Shortentrypoint = LLV(L, 2);
> > buysetup = Condition1 AND Condition2;
> > Shortsetup = Condition1 AND Condition3;
> > Buy = Ref(buysetup, -1) AND H > Ref(Longentrypoint, -1);
> > Short = Ref(shortsetup, -1) AND L < Ref(Shortentrypoint, -1);
> > BuyPrice = Longentrypoint + TickSize;
> > ShortPrice = Shortentrypoint - TickSize;
> > Sell = C > ValueWhen(Buy, BuyPrice) AND Ref(Buy, -1);
> > SellPrice = C;
> > Cover = C < ValueWhen(Short, ShortPrice) AND Ref(Short, -1);
> > CoverPrice = C;
> > Your code generates only 1 trade because, you did not put in the
> one
> > bar delay that is needed before comparsions between prices are
> made.
> > /Paul.
> > --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> > >
> > > 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@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@> 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@xxxxxxxxxxxxxxx, "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.
> > > > >
> > > >
> > >
> >
>
------------------------------------
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