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Al,
in addition to the trouble solved by Anthony, I
think you will have the same trouble I wrote about a few days ago, with this
line of code:
FixedBuyPrice=ValueWhen(Buy,Open);
as you know, in pure AFL is not possible to refer
to the first buy signal, when repetitive buy conditions occur without a sell
condition. You will have to insert a script or try the rem.dll shared by
Stephane.
Best regards,
Franco
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Avcinci
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, November 03, 2002 3:37
AM
Subject: Re: [amibroker] Coding a
breakout system
Thanks a lot, Anthony. That makes sense. My version was testing whether
today's high exceeds the highest high over the last HH days starting with
today's high, which would never happen. Your version tests whether today's
high exceeds the highest high over the last HH days starting the lookback
yesterday. It works now. I knew it would be something simple. Thanks
again.
AV
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Anthony
Faragasso
To: <A title=amibroker@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, November 02, 2002 9:21
PM
Subject: Re: [amibroker] Coding a
breakout system
Al,I believe it has something to do with
these
items:UpBreak=HHV(H,HH);BuyCond=Cross(H,UpBreak);change
to this: Buycond=Cross(H, ref(UpBreak,-1);and
this:DnBreak=LLV(L,LL);SellCond=Cross(DnBreak,L);change
to: Sellcond=Cross(ref(DnBreak,-1),L);After I made these changes to
your formula , it backtested.AnthonyAl Venosa
wrote:> Hi, All:>> Crack programmer I amnot.
I am trying to code a simple breakout> system, but when I try to
invoke it in AA, I get no trades at all.> Obviously, something's
wrong, but I can't figure it out. The code I> wrote is given below. I
want to buy when the high exceeds the> highest high over the last HH
periods and then sell (exit) when the> low declines below the lowest
low over the last LL periods. I also> want to set a hard stop at
2*ATR(15) below my entryprice, which> should remain fixed throughout
the trade. Can someone look over the> code below and tell me what is
wrong? I'd really appreciate it. It's> probably something very simple
and stupid.>> HH=Optimize("HH",20,20,60,4);>
LL=Optimize("LL",10,10,40,4);> pds=15;>
UpBreak=HHV(H,HH);> BuyCond=Cross(H,UpBreak);>
Buy=Ref(BuyCond,-1);> BuyPrice=Open;>
FixedBuyPrice=ValueWhen(Buy,Open);> Capital = 100000;>
Risk=0.01*Capital;>
PositionSize=Risk/(2*ATR(pds))*FixedBuyPrice;>
DnBreak=LLV(L,LL);> ApplyStop(0,2,2*ATR(pds),1);>
SellCond=Cross(DnBreak,L);> Sell=Ref(SellCond,-1);>
SellPrice=Open;> Short=0;Cover=0;>
Buy=ExRem(Buy,Sell);> Sell=ExRem(Sell,Buy);>> Thanks a
lot, folks.>> Al
V.>>>
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