Cheers Steve I tried the extra code but Im not getting any trades now.
Is it because Im not going to get NR4Day AND InsideDay *AND HigherHigh* at the same time? as per the "Buy = NR4Day AND InsideDay AND HigherHigh;" string. Please bear with me if Im misunderstanding this but wouldn't I get NR4Day AND InsideDay then I will need to tell AB to trigger a trade on HigherHigh but not as an AND with the other conditions. Really appreciate the help. AH On Sat, Apr 19, 2008 at 7:38 PM, Steve Dugas <[EMAIL PROTECTED]> wrote: > Hi - You seem to be confusing the Explorer with the Backtester. > "Filter" keyword is required for Exploration mode but is not recognized as > anything special by the backtester, so you might want to assign your trade > rules directly to Buy/Sell/Short/Cover and not use the Filter for that. > Also, you need to use the Custom Backtest Interface to add columns to a > backtest report. > > OTOH, the Explorer requires the Filter keyword to filter which results it > will show you, and you will also need to use AddColumn() and/or > AddTextColumn() to add columns to an exploration report. > > But anyway, something like this should get you into your trades.. > > HigherHigh = High > ref( High, -1 ); > LowerLow = Low < ref( Low, -1 ); > Buy = NR4Day AND InsideDay AND HigherHigh; > Short = NR4Day AND InsideDay AND LowerLow; > > To close out the short positions, you should also define the Cover > variable. > > Steve > > ----- Original Message ----- > *From:* alta hob <[EMAIL PROTECTED]> > *To:* [email protected] > *Sent:* Saturday, April 19, 2008 1:58 PM > *Subject:* Re: [amibroker] Re: Why do I get "missing buy/sell variable > assignmets" error? > > 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; > > > > > > > > > > > > > >
