Re: [amibroker] Simple Buy on Close, Sell on Open not as expected

["Anthony Faragasso" <ajf1111@xxxxxxxx>]

Keith

 

give this a try:

 

Settings window:

 

allow same bar exit is enabled

all stops are disabled

 

In the trades window of the settings I set up the trades as follows probably do not need it :

buy=close, delay 0;sell=open, delay 0

short=close, delay 0 ,cover = open, delay 0

// BuyClose SellOpen Daily.afl

SetTradeDelays(0,0,0,0);

Buy = Ref(Close,-1);

BuyPrice = ValueWhen(Buy,Ref(C,-1));

Sell = Open;

SellPrice = Open;

Short = Cover = False; // long only strategy

 

----- Original Message -----

From: Keith McCombs

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, January 30, 2010 1:09 AM

Subject: [amibroker] Simple Buy on Close, Sell on Open not as expected

 

Just fooling around with a very simple idea, but can't get the code to work.
The idea is to sell at close of every day, hold over night, and sell at open the following day.
Code below sorta works, but skips every other day.  For example:
Day 1, buy on close; Day2, sell on open.
Day 3, buy on close; Day4, sell on open.
etc.
But I can't make it buy on close of days 2, 4, etc.
Tried "Allow same bar exit" in settings, but that makes it sell the same day that it buys, which is wrong.

// BuyClose SellOpen Daily.afl
SetTradeDelays(0,1,0,0);  // has no effect
Buy = Close;
BuyPrice = Close;
Sell = Open;
SellPrice = Open;
Short = Cover = False; // long only strategy
Buy = ExRem(Buy, Sell);  // has no effect
Sell = ExRem(Sell, Buy);  // has no effect

Well?
-- Keith

__._,_.___

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___