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After more deeply investigation I found a Flip() command. Here is the
more shortened version BUT anyway it does not work. The LongOpen and
ShortOpen are allways 0 (there is many Buy and Sell signals).
I decided to put the whole testing script so you can see the whole
picture:
--- start of the clip ---
// -----------------------------------------------------------------
// Calculate a signal point
// -----------------------------------------------------------------
SignalPeriod = Optimize("SignalPeriod", 60, 10, 100, 1);
SignalLine = ComplexProprietaryFunction(SignalPeriod);
// -----------------------------------------------------------------
// Resolve the status of current position
// -----------------------------------------------------------------
Buy = Sell = Short = Cover = 0;
LongOpen = Flip(Buy, Sell OR Short OR Cover);
ShortOpen = Flip(Short, Sell OR Buy OR Cover);
NoOpenPos = NOT (LongOpen OR ShortOpen);
// -----------------------------------------------------------------
// Buy if HI hits the signal line, Short if LOW hits the signal line
// -----------------------------------------------------------------
Buy = IIf(NoOpenPos, Cross(High, SignalLine), 0);
Sell = IIf(LongOpen, Cross(SignalLine, Low), 0);
Short = IIf(NoOpenPos, Cross(SignalLine, Low), 0);
Cover = IIf(ShortOpen, Cross(High, SignalLine), 0);
--- end of the clip ---
Jan
--- In amibroker@xxxxxxxxxxxxxxx, "pip_hunter_2003"
<pip_hunter_2003@xxxx> wrote:
> Ummm... There was an error in my clipped script here is the correct
> one,
>
> --- start of clip ---
>
> // Initialize the trade commands
> Buy = Sell = Short = Cover = 0;
>
> // Count the bars since last command
> Bu = BarsSince(Buy);
> Se = BarsSince(Sell);
> Sh = BarsSince(Short);
> Co = BarsSince(Cover);
>
> // Find out the status of latest position
> LongOpen = (Bu < Se) AND (Bu < Sh) AND (Bu < Co);
> ShortOpen = (Sh < Se) AND (Sh < Bu) AND (Sh < Co);
> NoOpenPos = IIf(LongOpen + ShortOpen, 0, 1);
>
> --- end of clip ---
> Jan
>
> --- In amibroker@xxxxxxxxxxxxxxx, "pip_hunter_2003"
> <pip_hunter_2003@xxxx> wrote:
> > Thank you very much for your reply. I think this can help me in
> many
> > ways.
> >
> > Also after reading more carefully the AFL manual I found the
> function
> > BarsSince(). I think that by this function I can see the status
(is
> > it long or short) of my latest position but I cannot get it work
> > correctly (maybe I am missing the nature of this function?!).
> >
> > Could you possible (or somebody else) check what is wrong with my
> > following formulas in my backtesting script,
> >
> > --- start of clip ---
> >
> > // Initialize the trade commands
> > Buy = Sell = Short = Cover = 0;
> >
> > // Count the bars since last command
> > Bu = BarsSince(Buy = 1);
> > Se = BarsSince(Sell = 1);
> > Sh = BarsSince(Short = 1);
> > Co = BarsSince(Cover = 1);
> >
> > // Find out the status of latest position
> > LongOpen = (Bu < Se) AND (Bu < Sh) AND (Bu < Co);
> > ShortOpen = (Sh < Se) AND (Sh < Bu) AND (Sh < Co);
> > NoOpenPos = IIf(LongOpen + ShortOpen, 0, 1);
> >
> > --- end of clip ---
> > Jan
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Pal Anand" <palsanand@xxxx>
> wrote:
> > > /* in Indicator Builder after running the back-test to see the
> > chart
> > > of the number of Open long and short positions of your system.
> Use
> > > the following code: */
> > >
> > > Graph1 = Foreign( "~OpenLongPosCount", "V");
> > > //Plot(Graph1,"OpenLongPosCount",1,style=1,0,20);
> > > Graph2 = Foreign( "~OpenShortPosCount", "V");
> > > //Plot(Graph2,"OpenShortPosCount",2,style=1,0,20);
> > > //Plot(5,"MaxOpenPos",colorYellow);
> > >
> > > rgds Pal
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