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Use loop code and pre-figure all the trades. Then execute your results
with Buy-Sell-Short-Cover. By using looping code you can check
conditions day by day.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of cstrader
Sent: Thursday, December 29, 2005 07:17
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Coding Guidance -- Catch 22!
I'm stuck on what must be a simple problem. You can see from the code
below what I want to do (short if we get more than 6% lower than the
highest
since the last buy; buy if we get more than 6% higher than the lowest
since
the last short). But the catch 22 is that
1. you cannot know LOWESTPRICE until you short
2. you cannot short until you know highestprice
3. you cannot know highestprice until you buy
4. you cannot buy until you know LOWESTPRICE.
In sum, you can't enter until you get the entry prices, but you can't
get
the entry prices until you enter!!
Thanks in advance.
Short = C < Highestprice*.94;
LowestPrice = Lowestsince(Short, C);
HighestPrice = HighestSince(Buy, C);
Buy = C > Lowestprice * 1.06;
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