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Re: [amibroker] Re: Why so signals change after the bar closes?



PureBytes Links

Trading Reference Links

Hello,

In real-time trading you need to use not the LAST bar (incomplete bar, which is dynamically updated
as new data arrive) but from the one bar BEFORE the last bar - the one that is COMPLETE.

Buy = Ref( Buy1 AND Buy2 AND Buy3, -1 ); // use PREVIOUS bar 

That way guarantees that you only use close price from COMPLETED bar.

This is similar to using 1-bar delay in AA settings.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Aron" <apforex@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, December 06, 2008 9:46 AM
Subject: Re: [amibroker] Re: Why so signals change after the bar closes?


> professor77747 wrote:
>>
>> It is just a simple test code, but the buy changes as explained.
>> Buy1 =  MACD(5,26) > Ref(MACD(5,26), -1);     // macd 1 is going up.
>> Buy2 = MACD(12,26) > Ref(MACD(12,26), -1);   // macd 2 is going up
>> Buy3 = StochK(14,3) > Ref(StochK(14.3), -1); 
>> // Buy and Sell orders
>> Buy = Buy1 AND Buy2 AND Buy3;
>>
>> I just don't understand why 2 bars later that the buy signal changes. 
>> I get a buy arrow on my chart and the backtest will also change 2 
>> bars later and show a buy when it didn't show it before.
>>
>> Tom
>>
>>   
> With this code the signals do not change, maybe maybe there is smth. 
> else you are doing wrong.
> 
> 
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------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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