Hello Alex,
I only have a minute and can't go into your code fully,
On the off chance it helps.
I was debugging today and found the cause of my challenge was
ValueWhen - it only looks back so far - the number bars lookback is
limited - at least in my code anyway.
Plot this and scroll any chart with a few hundred bars to see what I
mean.
V = ValueWhen((BarIndex() == 0),C, 1);
Plot(V,"BarIndex0Close",1,1);
After so many bars from bar0 the value returned is {Empty}.
It might be your problem.
Regards,
BrianB2.
--- In [email protected], "dralexchambers"
<[EMAIL PROTECTED]> wrote:
>
> Hi,
>
> I am writing some AFL that outputs a Risk:Reward ratio for each
trade
> to an HTML file.
>
> I am using the AFL code at the bottom of this email.
>
> The code outputs trades and ratios correctly from 2001-27/09/2005,
> but then trails off. This is strange, as I have trades entering and
> exiting up to 2007. You can see this HTML output here:
>
> http://alexanderchambers.freewebspace.com/AdvancedTradeOutput.html
>
> If anyone could try this code out and advise I'd be really grateful.
>
> Alex
>
> ===========================================================
>
> dtBuy = ValueWhen(Buy,DateTime()); // Date of buy
> dtSell= ValueWhen(Sell,DateTime()); // Date of sell
>
> rskL = IIf(Sell, (ValueWhen(Buy,LongStopBuy) -
> ValueWhen(Buy,LongStop)), 0);
> rwdaL = IIf(Sell,(SellPrice-ValueWhen(Buy,BuyPrice)),0);
> rrwdL = 0;
> rrwdL = rwdaL / rskL; // This is the Risk:Reward ratio - works
> fine
>
> a = "<html><body><table border='1'><tr><td>Direction</td><td>In</
> td><td>Out</td><td>Risk:Reward</td></tr>";
>
> for (i=1; i<BarCount; i++)
> {
> if (Sell[i])
> {
> a = a + "<tr><td>BUY</td><td>"+DateTimeToStr(dtBuy[i])
+"</
> td><td>"+DateTimeToStr(dtSell[i])+"</td><td>"+rrwdL[i]+"</td></tr>";
>
> }
> }
>
