Thanks a lot. It works! ;-)
Louis
2008/2/26, Graham <[EMAIL PROTECTED]>:
>
> When using looping to calculate things bar by bar do not include array
> processing functions within the loop
> Create a variable before the loop and use this variable inside the loop
>
> exit = 0;
> LL = LLV(C,10);
>
> for(i=1;i<BarCount;i++)
> {
> if(exit==0 AND C[i]<LL[i-1])
> {
>
> or if you absolutely need to start the array at 0 instead of 1
>
> LL = Ref(LLV(C,10),-1);
>
> for(i=0;i<BarCount;i++)
> {
> if(exit==0 AND C[i]<LL[i])
> {
>
>
>
>
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
>
> On 27/02/2008, Louis Préfontaine <[EMAIL PROTECTED]> wrote:
> >
> > I am having a hard time with that.
> >
> > ( exit == 1 AND Close[i] < Ref (LLV(Close[i],10), -1) )
> >
> > For some reason I just can't make that work. I tried this also
> >
> > ( exit == 1 AND Close[i] < Ref (LLV(Close[i],10), [i-1])
> > )
> >
> > but it didn't work either... I wonder what is wrong with that code.
> >
> > Louis
> >
> >
> > 2008/2/26, Louis Préfontaine <[EMAIL PROTECTED]>:
> > >
> > > Hi Tuzo,
> > >
> > > Thanks again for your reply.
> > >
> > > I tried to add a selling condition but just didn't know where to put
> > > it exactly. I tried after
> > >
> > > if( exit == 0 AND
> > > High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) *
> > > priceatbuy)
> > >
> > > to add something like AND close>100 (just to try) and even tried
> > > close[i]>100 and it didn't work... What did I do wrong?
> > >
> > > I think you are right when you say I need to catch up on programming.
> > > I hope Howard's book will help me for that but I am really better to learn
> > > by myself than by getting a huge 1000 pages C++ book. But if you think it
> > > might be worth it, I don't reject that idea...
> > >
> > > I will try to do as Brian said to me and try to keep my eyes open and
> > > see where the gold is. So far you helped me a lot and that's also gold to
> > > me. Thanks!
> > >
> > > Louis
> > >
> > >
> > > 2008/2/26, tuzo_wilson <[EMAIL PROTECTED]>:
> > > >
> > > > --- In amibroker@yahoogroups.com, "Louis Pr�fontaine"
> > > > <[EMAIL PROTECTED]> wrote:
> > > >
> > > > If you are using the boolean value (IsInTrade) then you need to
> > > > reset it when you exit the trade. See near the end of the formula.
> > > > Although if you now understand the buyatprice == 0 then you could
> > > > revert to
> > > > the canned example.
> > > >
> > > > > Moreover, I don't know how to add other selling rules to that
> > > > (where to put those rules in the code) and I don't understand
> > > >
> > > > To add different sell logic, you can modify the "AND" portion of the
> > > > if statements after if( exit == ...
> > > >
> > > > > the meaning of this part Sell[ i ] = exit + 1; // mark appropriate
> > > > exit code
> > > >
> > > > This sets the type of sell signal. It (exit + 1) will be either 3
> > > > or 4 which corresponds to hitting a profit target or hitting a trailing
> > > > stop
> > > > (IIRC).
> > > >
> > > >
> > > > I don't know how other people feel but IMO, you may want to take a
> > > > look at some simple intro programming tutorials separate from AB.
> > > > Between
> > > > general programming, array processing, and the specifics of AFL there
> > > > is a
> > > > lot to take in. Of course your mileage may vary.
> > > >
> > > >
> > > > Tuzo
> > > >
> > > >
> > > > Buy = RSI (14)<30;
> > > >
> > > >
> > > >
> > > > Sell = 0;
> > > > // the system will exit
> > > > // 50% of position if FIRST PROFIT TARGET stop is hit
> > > > // 50% of position is SECOND PROFIT TARGET stop is hit
> > > > // 100% of position if TRAILING STOP is hit
> > > > FirstProfitTarget = 10; // profit
> > > > SecondProfitTarget = 25; // in percent
> > > > TrailingStop = 15; // also in percent
> > > >
> > > > isInTrade = False;
> > > > priceatbuy=0;
> > > > highsincebuy = 0;
> > > > exit = 0;
> > > > for( i = 0; i < BarCount; i++ )
> > > > {
> > > > if ( NOT isInTrade AND Buy[ i ] )
> > > >
> > > > {
> > > > isInTrade = True;
> > > > priceatbuy = BuyPrice[ i ];
> > > > }
> > > > if( isInTrade )
> > > > {
> > > > highsincebuy = Max( High[ i ], highsincebuy );
> > > > if( exit == 0 AND
> > > > High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) *
> > > > priceatbuy)
> > > >
> > > > {
> > > > // first profit target hit - scale-out
> > > > exit = 1;
> > > > Buy[ i ] = sigScaleOut;
> > > > }
> > > > if( exit == 1 AND
> > > > High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) *
> > > > priceatbuy )
> > > > {
> > > > // second profit target hit - exit
> > > > exit = 2;
> > > > SellPrice[ i ] = Max( Open[ i ], ( 1 +
> > > > SecondProfitTarget *
> > > > 0.01 ) * priceatbuy );
> > > > }
> > > > if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) *
> > > > highsincebuy )
> > > > {
> > > > // trailing stop hit - exit
> > > >
> > > >
> > > > exit = 3;
> > > > SellPrice[ i ] = Min( Open[ i ], ( 1 -
> > > > TrailingStop * 0.01)
> > > > * highsincebuy );
> > > > }
> > > > if( exit >= 2 )
> > > > {
> > > > Buy[ i ] = 0;
> > > > Sell[ i ] = exit + 1; // mark
> > > > appropriate exit code
> > > > exit = 0;
> > > > priceatbuy = 0; // reset price
> > > > highsincebuy = 0;
> > > > isInTrade = False; // not in a trade any
> > > > more
> > > > }
> > > > }
> > > > }
> > > > SetPositionSize( 50, spsPercentOfPosition * ( Buy == sigScaleOut ));
> > > > // scale out 50% of position
> > > >
> > > > Short=0;
> > > > Cover=0;
> > > > ///
> > > > ///
> > > > ///
> > > > ///
> > > > ///
> > > >
> > >
> > >
> >
>
>
>
>
