I have to define gap? In my formula I use gapup() and gapdown() which are original AFL codes. But if thats not good enough, a gap up, may also be that the open is 1% > ref(c,-1) or so. That's not the point, I can do tests afterwards which % suits best. I am interested herein cause when I added not to buy or short when there was a gapup() or gapdown() this improved my results. But this delays my trading for only 5 minuts of course...
--- In [email protected], "dingo" <[EMAIL PROTECTED]> wrote: > > First, YOU have to define gap (in English) so that a formula can be written. > > d > > > -----Original Message----- > > From: [email protected] > > [mailto:[EMAIL PROTECTED] On Behalf Of optiekoersen > > Sent: Tuesday, March 06, 2007 3:29 PM > > To: [email protected] > > Subject: [amibroker] Re: Trade stop after GapUp or GapDown > > > > Hi David, > > > > I already use sessionstart and so on. But I like to delay the > > tradingstart ONLY if I have a gapup or down. I would like to see if I > > can improve my results and drawdown when I don't trade for a while > > after a gap. I don't get this fixed, unfortunately... > > > > Regards, Ronald > > > > --- In [email protected], "dbw451" <dbw451@> wrote: > > > > > > Hi Ronald, > > > > > > > > > > > > You could use something like this to delay your system's entry time: > > > > > > > > > > > > SessionStart = 100000; > > > > > > SessionEnd = 154500; > > > > > > > > > > > > BarTime = TimeNum(); > > > > > > bSession = BarTime >= SessionStart AND BarTime <= SessionEnd; > > > > > > > > > > > > Buy = <your logic> AND bSession; > > > > > > Sell = <your logic> AND bSession; > > > > > > > > > > > > > > > > > > Regards, > > > > > > > > > > > > David > > > > > > > > > > > > _____ > > > > > > From: [email protected] [mailto:[EMAIL PROTECTED] > > On Behalf > > > Of optiekoersen > > > Sent: 03/06/2007 2:47 PM > > > To: [email protected] > > > Subject: [amibroker] Trade stop after GapUp or GapDown > > > > > > > > > > > > Hello, > > > > > > Is there anyone who can help me with the following problem. I have > > a 5 > > > minuts trading system, but when the day starts with a Gapup or > > Gapdown, > > > this messes up my indicators. So I am wondering if it is possible > > to > > > program something so that I don't get any signals for 1 or 2 hours > > > after a gap. If this is programmable, then I will be able to get a > > > clear insight in the effects of such a gap on my results. > > > > > > I hope someone can help me out. > > > > > > Greets Ronald > > > > > > > > > > > > > ------------------------ Yahoo! Groups Sponsor > > --------------------~--> > > Transfer from your equities account. > > Receive up to $1,000 from GFT. Click here to learn more. > > http://us.click.yahoo.com/aZttyC/X_xQAA/cosFAA/GHeqlB/TM > > -------------------------------------------------------------- > > ------~-> > > > > Please note that this group is for discussion between users only. > > > > To get 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 > > > > > > > > >
