[amibroker] Re: Scaling in

["matrix10014" <allansn@xxxxxxxxxxxxx>]

Thank you Sebastian!!
You are always welcome to butt-in:)

So it appears for a user with modest coding ambition,the frumpster approach should be more than ample??

That is very encouraging

Allan

 

--- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia" <sebastiandanconia@xxx> wrote:
>
> If I can butt-in.:)  The first piece of elegant-looking code is a loop, the second frumpy-looking code uses array processing.
> 
> The difference in practical terms is speed.  The loop code processes through each price-bar individually but "frumpy" does all the calculations as an array, which is far faster.  Tomasz recommends avoiding loops if you can with AB unless you're an advanced user.  (And you can do some pretty amazing things without looping, too, so take heart.)
> 
> 
> Sebastian
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "matrix10014" <allansn@> wrote:
> >
> > Thank you Mike..
> > 
> > I do have a couple of questions.Amibroker gives an example of scaling out of trades and uses code such as the following snippet.
> > 
> > -------------------------------------------
> > priceatbuy=0; 
> > highsincebuy = 0; 
> > 
> > exit = 0; 
> > 
> > for( i = 0; i < BarCount; i++ ) 
> > { 
> >    if( priceatbuy == 0 AND Buy[ i ] ) 
> >     { 
> >        priceatbuy = BuyPrice[ i ]; 
> >     } 
> > 
> >    if( priceatbuy > 0 ) 
> >     { 
> > -------------------------------------------
> > 
> > I have a better chance of running a 3 minute mile than coding something like that.I noticed in the examples you sent me,the code was more digestable..Here is a snippet of what you sent
> > 
> > ------------------------------------------------------------------
> > "Buy = firstTrigger + (secondTrigger * sigScaleIn) + (thirdTrigger * sigScaleIn)
> > + (fourthTrigger * sigScaleIn);
> > //SetPositionSize(IIf(firstTrigger, 100, IIf(secondTrigger, 200,
> > IIf(thirdTrigger, 300, 400))), spsShares);
> > SetPositionSize(IIf(firstTrigger, 1000, IIf(secondTrigger, 2000,
> > IIf(thirdTrigger, 3000, 4000))), spsValue);"
> > -----------------------------------------------------------------
> > 
> > What are the differences between the two approaches?
> > 
> > If I understand FLIP,EXREM,VALUEWHEN,SIGSCALEIN and other functions in your code,does that serve as a workoaround for the code at the top of the page??Are those functions intended for mere mortals such as myself??
> > 
> > Thanks for the help,
> > 
> > 
> > Allan
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > >
> > > Hi,
> > > 
> > > There have been a couple of complete examples in the last week or so:
> > > 
> > > http://finance.groups.yahoo.com/group/amibroker/message/146956
> > > http://finance.groups.yahoo.com/group/amibroker/message/146976
> > > 
> > > Mike
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "matrix10014" <allansn@> wrote:
> > > >
> > > > Would anyone be so kind to post code to scale in to a position.I have a bear of a time coding in AFL and would like to purchase 50% of my position on a signal,and the other 50% xATR's lower i.e 
> > > > entry price - optimized value x ATR..
> > > > 
> > > > 
> > > > Thanks in advance
> > > > 
> > > > Allan
> > > >
> > >
> >
>




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