Ok, let me try this another route;
Is there a way to count trades completed? So I could have a variable called
say "TradeCount" and when it was equal to "0" my standard buy and short code is
used. After the first trade is completed (i.e. when TradeCount == 1) I use the
Buy and Short code below is used.
Any suggestions. Spent most of the weekend on this with no luck.
I really could use the help,
Fred
----- Original Message -----
From: Ed Middleton
To: [email protected]
Sent: Friday, June 29, 2007 8:22 AM
Subject: Re: [amibroker] Entry Time Delay
Herman,
Actually I think you meant to type:
Buy = Buy AND BarsSince(Sell)>=5 AND BarsSince(Cover) >=5;
similarily,
Short = Short AND BarsSince(Sell)>=5 AND BarsSince(Cover) >=5;
In my head this should only allow a "Buy" (or "Short") 5 bars after the
last trade exit.
Now the problem with this approach is that there cannot be a Sell Or Cover
without a trade (A Buy or Short)first being put on by definition. You cannot
end a trade without first putting on a trade. In the above, you cannot put
on a trade until 5 days after a Sell or Cover. So when you run this code, no
trades are initiated.
If there was a way of initiating the code with a Sell and Cover signal on
Bar "0" then I'd assume that on Bar 5 that the conditions in the Buy and
Short code at the top would be satisfied. I don't know how to intiate the
code so that it starts with a sell and cover signal.
I've tried: Sell = Cover = 1
I've tried in my if loop,
If (i == 0)
{
sell(i) = 1;
cover(i) = 1;
}
Neither has worked.
Am I missing something in your logic?
thanks,
Fred
----- Original Message -----
From: Herman
To: Ed Middleton
Sent: Friday, June 29, 2007 5:31 AM
Subject: Re: [amibroker] Entry Time Delay
Your system here...
Sell = Sell AND BarsSince(Sell) >= 5;
herman
Thursday, June 28, 2007, 9:36:11 PM, you wrote:
>
Ok now really frustrated. Nothing seems to be working.
Here's what I want to do:
Wait 5 bars after a sell or cover before buying or shorting again.
You would think this was simple but as you can see below it is
causing me some trouble. Any help would be appreciated.
thx,
Fred
----- Original Message -----
From: Ed Middleton
To: [email protected]
Sent: Thursday, June 28, 2007 2:37 PM
Subject: Re: [amibroker] Entry Time Delay
Ok, I've found the problem. BarsSince(Sell) and BarsSince(Cover)
never = anything because there is not Sells or Covers to get a value
from and thus no buys or shorts. Somehow I need to be able to allow
the first buy or Short to occur then everything will be ok.
Any suggestions?
thx,
----- Original Message -----
From: Ed Middleton
To: [email protected]
Sent: Thursday, June 28, 2007 11:48 AM
Subject: Re: [amibroker] Entry Time Delay
Also tried:
BarsSinceExit = Min(BarsSince(Sell),BarsSince(Cover));
Added to Buy and Short lines:
AND (BarsSinceExit > 0);
This should have gotten me in on the next 5 minute bar. No luck with
this procedure either. I'm missing something in my programming logic.
----- Original Message -----
From: jjj_98
To: [email protected]
Sent: Thursday, June 28, 2007 11:04 AM
Subject: [amibroker] Entry Time Delay
After exiting a trade I want to wait 5 minutes before re-entering a
trade so here's what code I've tried but it does not seem to be
making a difference in the next entry. Do you see any problems?
//Initialize last trade exit times
LastSellTime = LastCoverTime = 000000;
// Calculates Amount of time since last exit
TimeSinceLastTrade = Min((TimeNum() - LastSellTime),(TimeNum() -
LastCoverTime));
// I added this to my BUY and SHORT instructions so that the time to
re-enter the next trade must be greater than 5 minutes.
AND (TimeSinceLastTrade > 000500);
//In my logic added the following to get the time of the Last Sell
and Last Cover
if(Sell[i] == 1)
{
LastSellTime = TimeNum();
}
if(Cover[i] == 1)
{
LastCoverTime = TimeNum();
}
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