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After posting this message:
http://finance.groups.yahoo.com/group/amibroker/message/137490
Which brings up a point on signals on the current bar in real time. Namely, they may occur many times until that bar is finally written/printed. I tried my strategy with the bar replay tool and found that I indeed was generating multiple signals to the (IB) auto-trader.
I tried users/Thomas' suggestion of using
buy=ref(buy, -1), but I still get multiple signals.
http://finance.groups.yahoo.com/group/amibroker/message/132762
http://finance.groups.yahoo.com/group/amibroker/message/132761
Is there something else that I am missing to make the buy on prev bar work. All I REALLY want to do is have a signal generated on the current bar, and then act (open a trade) on that signal on the NEXT bar open. Basically simulating the settradedelay(1,1,1,1) function, but with real trading.
here is my code below...you will see multiple traces showing multiple buy signals. Note that useIB is false so AT is turned off.
useIB=0;
starttime=TimeNum() >= 094500 AND TimeNum() <=154500;
test=0;
Minprice=5;
PositionSize = -20; // use minuse for -xx% of equity
if (useIB)
{
ibc = GetTradingInterface("IB");
}
//delay=Optimize("tradeDelay", 1, 1, 1, 1);
//SetTradeDelays(delay, delay, delay, delay);
Buy = Cross((Close),(EMA(Close,9)));
// this should delay the signal for the next bar - right?
Buy=Ref(Buy, -1);
Buystop = Ref(EMA(Close,9),-1);
BuyPrice = Max(Buystop,Low);
// not worried about delaying the sell signal until I get the buy signal working
Sell = Cross(EMA(Close,9),(Close));
Sellstop = Ref(EMA(Close,9),-1);
SellPrice = Min(sellstop,High);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
if (LastValue(Buy))
{
_TRACE("BUYprice: " + BuyPrice + ", time=" + TimeNum());
if (useIB)
{
ibc = GetTradingInterface("IB");
// check if we are connected OK
if( ibc.IsConnected() )
{
// check if we do not have already open position on this stock
if( ibc.GetPositionSize( Name() ) == 0 )
{
// transmit order
ibc.PlaceOrder( Name(), "Buy", 10, "MKT", 0, 0, "Day", True );
}
}
}
}
if (LastValue(Sell))
{
_TRACE("Sellprice: " + SellPrice + ", time=" + TimeNum());
if (useIB)
{
ibc = GetTradingInterface("IB");
// check if we are connected OK
if( ibc.IsConnected() )
{
// need to have open position
if( ibc.GetPositionSize( Name() ) > 0 )
{
// transmit order
ibc.PlaceOrder( Name(), "Sell", 10, "MKT", 0, 0, "Day", True );
StaticVarSet(Name(), 0);
}
}
}
}
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorBlue, colorRed ), 0, IIf( Buy, Low, High ) );
PlotShapes(IIf(Buy ==1, shapeUpArrow,shapeNone),colorBlue,0,0,10);
PlotShapes(IIf(Sell ==1, shapeHollowUpArrow,shapeNone),colorRed,0,0,10);
------------------------------------
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