Thanks again
I now have the buy order working in backtest mode with the code below and instead of using "Applystop" have used Sell = L < Ref(LLV(L,2),-1); to close the position but can't work out how to do the following Buy order is currently opening as soon as the "Filter" criteria is met. I actually want it to open a buy only when "Filter" is true AND the next bar creates a higher high or to open a short when "Filter is true and next bar creates a lower low. I have tried quite a few ways of doing this but am not sure how to make AB straddle a bar and open a trade when it is broken in either direction. -------------- NR4Day = (H - L) < Ref(LLV(H-L,3),-1); Column1 = NR4Day; Column1Name = "Nr4Day"; InsideDay = H < Ref(High,-1) AND Low > Ref(Low,-1); Column2 = InsideDay; Column2Name = "Inside Day"; Column3 = High + 0.125; Column3Name = "Buy Stop"; Column4 = Low - 0.125; Column4Name = "Sell Stop"; Filter = NR4Day == 1 AND InsideDay == 1; Buy = Filter Sell = L < Ref(LLV(L,2),-1); On Sat, Apr 19, 2008 at 4:48 PM, Steve Dugas <[EMAIL PROTECTED]> wrote: > Hi - In AA settings, you probably have Positions set to "Long and > Short" so AB is expecting to see Short and Cover defined. You could either > change settings to Long only or add this to your code... > > Short = Cover = 0; > > Steve > > ----- Original Message ----- > *From:* alta hob <[EMAIL PROTECTED]> > *To:* [email protected] > *Sent:* Saturday, April 19, 2008 6:05 AM > *Subject:* Re: [amibroker] Re: Why do I get "missing buy/sell variable > assignmets" error? > > Thanks for your help. > > I now get "missing short/cover variable assignment" after adding the Sell > = 0; string > > Going throught the amibroker documentation but appreciate any help while I > am new to this. > > > > On Sat, Apr 19, 2008 at 9:40 AM, jamesfarrow2003 < > [EMAIL PROTECTED]> wrote: > > > I wouls just enter the line: > > > > Sell = 0; > > > > Then set your stops using the GUI or via code, whichever is desired. > > > > > > --- In [email protected] <amibroker%40yahoogroups.com>, "alta > > hob" <[EMAIL PROTECTED]> wrote: > > > > > > I`m trying to run this code as a simple backtest but get "missing > > buy/sell > > > variable assignmets" error. Have tried adding > > > > > > ApplyStop( stopTypeNBar, stopModeBars, 5 ); > > > > > > but still get error. Can someone please advise what I need to do > > to run > > > as a simple backtest with a trailing bar stop? > > > > > > thanks > > > > > > altahob > > > ---------- > > > /* Connors and Raschke Historical Volatility System > > > For further explanation, refer to "Street Smarts" > > > from Connors and Raschke. > > > Ported from Metastock code by Daniel Ervi */ > > > > > > numcolumns = 5; > > > > > > VolRatio = StDev(Log(C/Ref(C,-1)),5) / StDev(Log(C/Ref(C,-1)),99); > > > column0 = VolRatio; > > > column0name = "VolRatio"; > > > > > > NR4Day = (H - L) < Ref(LLV(H-L,3),-1); > > > column1 = NR4Day; > > > column1name = "Nr4Day"; > > > > > > InsideDay = H < Ref(High,-1) AND Low > Ref(Low,-1); > > > column2 = InsideDay; > > > column2name = "Inside Day"; > > > > > > column3 = High + 0.125; > > > column3name = "Buy Stop"; > > > > > > column4 = Low - 0.125; > > > column4name = "Sell Stop"; > > > > > > filter = VolRatio < 0.5 AND (NR4Day == 1 AND InsideDay == 1); > > > > > > buy = filter; > > > > > > > > >
