gariki,
have a look at the code below. Maybe it will give
you some ideas,
rgds, Ed
waitPeriod = 20;
triggerPercentage = 0.05;
setupPeriod = 50;
SetupLong = ExRemSpan(C < BBandBot(C, setupPeriod, 2), waitPeriod);
SetupPriceLong = ValueWhen(SetupLong,L) - ValueWhen(SetupLong,L) * triggerPercentage;
Buy = Cross(SetupPriceLong,L) && BarsSince(SetupLong) < waitPeriod;
BuyPrice = SetupPriceLong;
SetupShort = ExRemSpan(C > BBandTop(C, setupPeriod, 2), waitPeriod);
SetupPriceShort = ValueWhen(SetupShort,H) + ValueWhen(SetupShort,H) * triggerPercentage;
Short = Cross(H,SetupPriceShort) &&
BarsSince(SetupShort) <
waitPeriod;
ShortPrice = SetupPriceShort;
SetChartOptions(0,
chartShowDates);
GraphXSpace = 5;
Plot(C,"C",1,64);
Plot(BBandBot(C,20,2),"",colorGold,1);
Plot(BBandTop(C,20,2),"",colorGold,1);
Plot(IIf(BarsSince(setuplong) <
waitPeriod,SetupPriceLong,Null),"",colorLightBlue,1);
Plot(IIf(BarsSince(setupShort) <
waitPeriod,SetupPriceShort,Null),"",colorLightOrange,1);
PlotShapes(IIf(SetupLong,shapeSmallCircle,0),colorYellow,0,L,-5);
PlotShapes(IIf(SetupLong,shapeHollowCircle,0),colorWhite,0,L,-5);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowUpArrow,shapeNone),colorWhite,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
PlotShapes(IIf(SetupShort,shapeSmallCircle,0),colorYellow,0,H,-5);
PlotShapes(IIf(SetupShort,shapeHollowCircle,0),colorWhite,0,H,-5);
PlotShapes(IIf(Short,shapeDownTriangle,shapeNone),colorYellow,0,H,-15);
PlotShapes(IIf(Short,shapeHollowDownTriangle,shapeNone),colorWhite,0,H,-15);
PlotShapes(IIf(Short,shapeHollowCircle,shapeNone),colorWhite,0,ShortPrice,0);
----- Original Message -----
Sent: Friday, September 25, 2009 5:19
PM
Subject: [amibroker] Want to get filled
say 1% higher than the price at signal.
Hello all,
Is there an easy way to test if i want to wait for a
slightly better price (say 1%) than the standard buy signal (bake it into the
buy signal) but ofcourse entry valid only until i get the standard sell
signal.
Example: Say i got a long entry into X at 25.00 using a system
and exit at say 27.00. And say it took 15days for the trade. To test what i
want, i need to go through all bars between my entry and exit and see if the
high of any of them went above 25.25. How do i do this easily?
Thanks
-gariki
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