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Thomas,
Thank you for your reply. Between it and a
good nights sleep, the proper code took about five minutes. Thanks again
and keep up the great work.
Ed From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Thomas Z. Sent: Wednesday, October 11, 2006 11:24 PM To: [email protected] Subject: RE: [amibroker] Re: Buy At Stop, Short At Stop Hi, take a look at the following code, it generates only a
buy if the previous high + 1% will be reached and it will be closed when the low
reaches the previous low -1% What condition do you use ? BuyStop
= Ref(H,-1)*1.01;
//the
formula for Buy stop level; SellStop =
Ref(L,-1)*0.99;
//the formula
for Sell stop level; // if anytime
during the day prices rise above buystop level (high>buystop)
// the buy
order takes place (at buystop or low whichever is higher) Buy =
Cross( High, BuyStop ) ;
// if anytime
during the day prices fall below sellprice level ( low < sellstop
) // the sell
order takes place (at sellstop or high whichever is lower) Sell =
Cross( SellPrice,
SellStop); BuyPrice =
Max( BuyStop,
Low ); // make sure
buy price not less than Low SellPrice =
Min( SellStop,
High ); // make
sure sell price not greater than High Thomas -----Original Message----- I understand how the logic of the buystop works
as currently structured. If the buystop price is not exceeded during the day
(High not greaterthan buystop) than the backtester will give me the Low of the
day as my filled price. I have tried any number of logic combinations and
can not achieve the following. If the high of the day is not greater than
buystop than I want NO trade to occur. For the life of me, I can not achieve a
logic combination that cancels the buy if this occurs. I can set the
price filled to be the days open, high, low or close, but I can not cancel the
buy. Any coding help would be greatly
appreciated. Ed -----Original Message----- From: Of zoli_j Sent: Wednesday, October 11, 2006 2:14
AM Subject: [amibroker] Re: Buy At Stop, Short At
Stop Thank U Thomas!!! --- In > > Hi, > > Yes, you can do it
easily: > > BuyStop = ... the formula for buy stop level;
SellStop = ... the > formula for sell stop
level; > > // if anytime during the day prices rise above
buystop level (high>buystop) > // the buy order takes place (at buystop or low
whichever is higher) > Buy = Cross( High, BuyStop
); > > // if anytime during the day prices fall below
sellprice level ( low < > sellstop ) > // the sell order takes place (at sellstop or high
whichever is lower) > Sell = Cross( SellPrice,
SellStop); > > BuyPrice = max( BuyStop, Low ); // make sure buy
price not less than Low > SellPrice = min( SellStop, High ); // make sure
sell price not greater than > High > > Thomas > > www.tradingbasis.com
<http://www.tradingbasis.com/> > > > > > > _____ > > From: On Behalf > Of zoli_j > Sent: Tuesday, October 10, 2006 5:49
PM > To: > Subject: [amibroker] Buy At Stop, Short At
Stop > > > > Hallo Group, > > Is it possible to entry with stop into a
trade? > If yes then could U show me an AFL example for
it? > > BR Zoli. > Please note that this group is for discussion between
users only. To get support from AmiBroker please send an e-mail
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