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Thanks, Graham!
Wish I had a programmer-type brain.
Always amazes me how convoluted my thinking can be...
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> seems a complex way of doing things
> try this
>
> RangeTest = Optimize("RangeTest", 1, 1, 4, 1);
> array = c;
> Range = iif( array >1.3, 4, iif( array >1.2, 3, iif( array >1.1, 2,
> iif( array >0, 1, 0 ))));
>
> buy = range==rangetest;
> sell=0;
> applystop( stopTypeNBar, stopModeBars, 6, 0 );
>
>
> this line > Sell = BarsSince(Buy) > 6; will not work very well because
> buy can occur on consecutive bars and will re-initiate the barssince.
> You need to add in exremspan statement to remove buy signals for the
> n-bar period
>
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
>
> Range1 = Array > 0 AND Array <= 1.1000;
> > Range2 = Array > 1.1000 AND Array <= 1.2000;
> > Range3 = Array > 1.2000 AND Array <= 1.3000;
> > Range4 = Array > 1.3000;
> 2009/1/17 ozzyapeman <zoopfree@xxx>:
> > Hello, hoping someone can point out the general flaw in logic
here. Even
> > though I've been working with AFL for six months now, array vs
scalars can
> > still be confusing. All I'm trying to do is pass an array to a
function that
> > tests it's range. The program then sets a Buy according to that
range. An
> > optimization is performed to find the "best" range for a given
period.
> >
> > Of course this is not my actual trading system, but merely a test
of concept
> > for much a more complicated function.
> >
> > By definition, the Close price has to fall into one of the four ranges
> > defined in the function. I am using Forex, but any symbol will do,
and would
> > fall into one of the four ranges. Therefore, running the
Optimization should
> > generate some trades, as the Buy condition will be true
eventually, as we
> > cycle through the "RangeTest" variable for each bar. But no trades are
> > generated.
> >
> > Traces indicate that the Close array is not being cycled through.
> >
> > Shouldn't the following code work, without having to get into a
Barcount
> > loop? If not, where is the flaw? Any help much appreciated.
> >
> >
> > RangeTest = Optimize("RangeTest", 1, 1, 4, 1);
> >
> >
> > function RangeFind(Array)
> > {
> > ActualRange = 0;
> >
> > Range1 = Array > 0 AND Array <= 1.1000;
> > Range2 = Array > 1.1000 AND Array <= 1.2000;
> > Range3 = Array > 1.2000 AND Array <= 1.3000;
> > Range4 = Array > 1.3000;
> >
> > for( n = 1; n <=4; n++)
> > {
> >
> > RangeN = VarGet( "Range"+ NumToStr(n, 1.0,0) );
> >
> > if (RangeN) ActualRange = n;
> >
> > }
> >
> > return ActualRange;
> > }
> >
> >
> > Buy = RangeFind(Close) == RangeTest;
> >
> > Sell = BarsSince(Buy) > 6;
> >
>
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