|
PureBytes Links
Trading Reference Links
|
Paul - thanks for the code. It's still generated only one trade for
the SPY.
I'm wondering about two aspects - as to whether test lines of code
will actually work:
> > Buy = Condition1 AND Condition2;
> > BuyPrice = HHV(H,2);
> >
> > Sell = C > BuyPrice AND BarsSince(Buy) >= 1;
Can I use BarsSince Buy this way?
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@xxx> wrote:
>
> You can make some small changes to bring the definition of true
> range to be in line how they are normally defined.
> TrueHigh = max(H, ref(c, -1));
> TrueLow = min(L, ref(c, -1));
> TrueRange = TrueHigh - TrueLow;
> /Paul.
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> >
> > Hey all - trying to translate a system but having some issues.
> Here's
> > the original EasyLanguage:
> >
> > Input: StopPts (30); { Size of money management stop, points }
> > Var: TR (0); { True Range }
> >
> > TR = TrueRange;
> >
> > Condition1 = TR < TR[1] and TR < TR[2];
> > Condition2 = C > C[14] and C < C[2];
> > Condition3 = C < C[14] and C > C[2];
> >
> > If Condition1 and Condition2 then
> > Buy next bar at Highest(H, 2) stop;
> >
> > If Condition1 and Condition3 then
> > Sell short next bar at Lowest(L, 2) stop;
> >
> > If MarketPosition = 1 and C > EntryPrice and BarsSinceEntry >= 1
> then
> > Sell this bar at close;
> >
> > If MarketPosition = -1 and C < EntryPrice and BarsSinceEntry >= 1
> then
> > Buy to cover this bar at close;
> >
> > If MarketPosition = 1 then
> > Sell next bar at EntryPrice - StopPts stop;
> >
> > If MarketPosition = -1 then
> > Buy to Cover next bar at EntryPrice + StopPts stop;
> >
> >
> > -----------------------------------
> > Here's what I've got - it ain't working:
> >
> > TR1 = abs(H-L);
> > TR2 = abs(H-Ref(C,-1));
> > TR3 = abs(Ref(C,-1)-L);
> >
> > TRa = Max(TR1,TR2);
> > TRb = Max(TR2,TR3);
> > TR = Max(TRa,TRb);
> >
> > Condition1 = TR < Ref(TR,-1) AND TR < Ref(TR,-2);
> > Condition2 = C > Ref(C,-14) AND C < Ref(C,-2);
> > Condition3 = C < Ref(C,-14) AND C > Ref(C,-2);
> >
> > Buy = Condition1 AND Condition2;
> > BuyPrice = HHV(H,2);
> >
> > Sell = C > BuyPrice AND BarsSince(Buy) >= 1;
> >
> > Short = Condition1 AND Condition3;
> > ShortPrice = LLV(L,2);
> >
> > Cover = C < ShortPrice AND BarsSince(Short) >= 1;
> >
> > ApplyStop(stopTypeLoss,stopModePoint,30,0);
> >
> > ------------------------------
> > Any thoughts greatly appreciated.
> >
>
------------------------------------
**** 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
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|