|
PureBytes Links
Trading Reference Links
|
Keith -
Short followup. Had some time last night to think about what might be different with your setup. These types of issues with dup'ing results are why I originally did BoilerPlate.afl and put it on AmibrokerU.com.
So, the following code puts everything in a known state (as much as is possible), and then sets the options and trade delays. I believe that this matches your goal - buy every day at close and sell the next day at the open -
#include <Boilerplate.afl>
Buy = 1;
Sell = Short = Cover = 0;
BuyPrice = Close;
SellPrice = Open;
SetOption( "ActivateStopsImmediately", False );
SetOption( "AllowSameBarExit", True );
SetTradeDelays( 0, 0, 0, 0 );
ApplyStop( stopTypeNBar, 1, 0, 0, False, 0 );
--- In amibroker@xxxxxxxxxxxxxxx, "Bruce" <brucer@xxx> wrote:
>
> Keith -
>
> Works for me. Make sure that your trade delays are set to 0, or add
>
> SetTradeDelays( 0, 0, 0, 0 );
>
> -- Bruce
>
> --- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@> wrote:
> >
> > Bruce --
> > Sorry, that doesn't do it. All the sell prices are of the open for the
> > SAME day as the buy, not the NEXT day.
> > Same result as:
> > |*Buy* = 1;
> > *Short* = *Cover* = 0;
> > *Sell* = 1;
> > *BuyPrice* = *Close*;
> > *SellPrice* = *Open*;
> > SetOption("AllowSameBarExit", *True*);|
> >
> > without the |ApplyStop(*stopTypeNBar*, 1, 0, 0, *False*, 1);|
> > -- Keith
> >
> > Bruce wrote:
> > >
> > >
> > >
> > >
> > > 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 <mailto:amibroker%40yahoogroups.com>,
> > > B S <bs2167@> 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@>
> > > > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> > > > 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
> > > > >>>
> > > >
> > >
> > >
> >
>
------------------------------------
**** 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/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|