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

["Bruce" <brucer@xxxxxxxxx>]

Keith -

Perhaps this way will work better for you -

Buy = 1;
Sell = Short = Cover = 0;
BuyPrice = Close;
SellPrice = Open;
SetOption( "AllowSameBarExit", True );
ApplyStop( stopTypeNBar, 1, 0, 0, False, 0 );


BTW, I don't know your motivation for doing this.  But, I did something similar a while back to explore the percentage of the Close to Close moves that were overnight vs. during the day, and then the persistency of the direction.  It raises some interesting questions.

-- BruceR



--- In amibroker@xxxxxxxxxxxxxxx, B S <bs2167@xxx> wrote:
>
> Anthony- Off-topic question if you don't mind - what do the numbers in parantheses next to "Long" in the Trade column signify? 
> 
> Â 
> 
> 
> 
> ________________________________
> From: Anthony Faragasso <ajf1111@xxx>
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sat, January 30, 2010 1:36:51 PM
> Subject: Re: [amibroker] Simple Buy on Close, Sell on Open not as expected
> 
> Â  
> ----- Original Message ----- 
> >From: Keith McCombs 
> >To: amibroker@xxxxxxxxx ps.com 
> >Sent: Saturday, January 30, 2010 12:54 PM
> >Subject: Re: [amibroker] Simple Buy on Close, Sell on Open not as expected
> >
> >Anthony --
> >Thanks for your effort.  I tried your exact code (copy and paste).  It still skips every other day.
> >
> >Also, I reduced the code to absolute minimum as:
> >Buy= 1; 
> >BuyPrice= Close; 
> >Sell= Ref(Buy, -1); 
> >SellPrice= Open; 
> >
> >Been through my settings many times.  Still the same.
> >
> >
> >BTW, I'm running 5.26beta.
> >
> >-- Keith
> >
> >
> >Anthony Faragasso wrote: 
> >Â  
> >>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 
> >>Â 
> >>----- Original Message ----- 
> >>>From: Keith McCombs 
> >>>To: amibroker@xxxxxxxxx ps.com 
> >>>Sent: Saturday, January 30, 2010 1:09 AM
> >>>Subject: [amibroker] Simple Buy on Close, Sell on Open not as expected
> >>>
> >>>Â  
> >>>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);Â Â // has no effect
> >>>Buy= Close; 
> >>>BuyPrice= Close;
> >>>Sell= Open; 
> >>>SellPrice= Open; 
> >>>Short= Cover= False; // long only strategy
> >>>Buy= ExRem(Buy, Sell);Â Â // has no effect
> >>>Sell= ExRem(Sell, Buy);Â Â // has no effect 
> >>>
> >>>Well?
> >>>-- Keith
> >>>
>




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