|
PureBytes Links
Trading Reference Links
|
Keith -
Works for me. Make sure that your trade delays are set to 0, or add
SetTradeDelays( 0, 0, 0, 0 );
-- Bruce
--- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> wrote:
>
> Bruce --
> Sorry, that doesn't do it. All the sell prices are of the open for the
> SAME day as the buy, not the NEXT day.
> Same result as:
> |*Buy* = 1;
> *Short* = *Cover* = 0;
> *Sell* = 1;
> *BuyPrice* = *Close*;
> *SellPrice* = *Open*;
> SetOption("AllowSameBarExit", *True*);|
>
> without the |ApplyStop(*stopTypeNBar*, 1, 0, 0, *False*, 1);|
> -- Keith
>
> Bruce wrote:
> >
> >
> >
> >
> > Keith -
> >
> > Perhaps this way will work better for you -
> >
> > Buy = 1;
> > Sell = Short = Cover = 0;
> > BuyPrice = Close;
> > SellPrice = Open;
> > SetOption( "AllowSameBarExit", True );
> > ApplyStop( stopTypeNBar, 1, 0, 0, False, 0 );
> >
> > BTW, I don't know your motivation for doing this. But, I did something
> > similar a while back to explore the percentage of the Close to Close
> > moves that were overnight vs. during the day, and then the persistency
> > of the direction. It raises some interesting questions.
> >
> > -- BruceR
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> > B S <bs2167@> wrote:
> > >
> > > Anthony- Off-topic question if you don't mind - what do the numbers
> > in parantheses next to "Long" in the Trade column signify?
> > >
> > > Â
> > >
> > >
> > >
> > > ________________________________
> > > From: Anthony Faragasso <ajf1111@>
> > > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> > > Sent: Sat, January 30, 2010 1:36:51 PM
> > > Subject: Re: [amibroker] Simple Buy on Close, Sell on Open not as
> > expected
> > >
> > > Â
> > > ----- Original Message -----
> > > >From: Keith McCombs
> > > >To: amibroker@xxxxxxxxx ps.com
> > > >Sent: Saturday, January 30, 2010 12:54 PM
> > > >Subject: Re: [amibroker] Simple Buy on Close, Sell on Open not as
> > expected
> > > >
> > > >Anthony --
> > > >Thanks for your effort. I tried your exact code (copy and
> > paste). It still skips every other day.
> > > >
> > > >Also, I reduced the code to absolute minimum as:
> > > >Buy= 1;
> > > >BuyPrice= Close;
> > > >Sell= Ref(Buy, -1);
> > > >SellPrice= Open;
> > > >
> > > >Been through my settings many times. Still the same.
> > > >
> > > >
> > > >BTW, I'm running 5.26beta.
> > > >
> > > >-- Keith
> > > >
> > > >
> > > >Anthony Faragasso wrote:
> > > >Â
> > > >>Keith
> > > >>
> > > >>give this a try:
> > > >>
> > > >>Settings window:
> > > >>
> > > >>allow same bar exit is enabled
> > > >>all stops are disabled
> > > >>
> > > >>In the trades window of the settings I set up the trades as
> > follows probably do not need it :
> > > >>buy=close, delay 0;sell=open, delay 0
> > > >>short=close, delay 0 ,cover = open, delay 0
> > > >>// BuyClose SellOpen Daily.afl
> > > >>SetTradeDelays(0,0,0,0);
> > > >>Buy = Ref(Close,-1);
> > > >>BuyPrice = ValueWhen(Buy,Ref(C,-1));
> > > >>Sell = Open;
> > > >>SellPrice = Open;
> > > >>Short = Cover = False; // long only strategy
> > > >>Â
> > > >>----- Original Message -----
> > > >>>From: Keith McCombs
> > > >>>To: amibroker@xxxxxxxxx ps.com
> > > >>>Sent: Saturday, January 30, 2010 1:09 AM
> > > >>>Subject: [amibroker] Simple Buy on Close, Sell on Open not as
> > expected
> > > >>>
> > > >>>Â
> > > >>>Just fooling around with a very simple idea, but can't get the
> > code to work.
> > > >>>The idea is to sell at close of every day, hold over night, and
> > sell at open the following day.
> > > >>>Code below sorta works, but skips every other day. For example:
> > > >>>Day 1, buy on close; Day2, sell on open.
> > > >>>Day 3, buy on close; Day4, sell on open.
> > > >>>etc.
> > > >>>But I can't make it buy on close of days 2, 4, etc.
> > > >>>Tried "Allow same bar exit" in settings, but that makes it sell
> > the same day that it buys, which is wrong.
> > > >>>
> > > >>>// BuyClose SellOpen Daily.afl
> > > >>>SetTradeDelays(0,1,0,0);Â Â // has no effect
> > > >>>Buy= Close;
> > > >>>BuyPrice= Close;
> > > >>>Sell= Open;
> > > >>>SellPrice= Open;
> > > >>>Short= Cover= False; // long only strategy
> > > >>>Buy= ExRem(Buy, Sell);Â Â // has no effect
> > > >>>Sell= ExRem(Sell, Buy);Â Â // has no effect
> > > >>>
> > > >>>Well?
> > > >>>-- Keith
> > > >>>
> > >
> >
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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:
amibroker-digest@xxxxxxxxxxxxxxx
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/
|