Steve, that's cracked it! You have been a great help, many thanks and have a great weekend.
cheers On Sat, Apr 19, 2008 at 11:10 PM, Steve Dugas <[EMAIL PROTECTED]> wrote: > Hi - OK, try this code instead > > NR4DayYest = ref( NR4Day, -1 ); // new array - NR4Day shifted forward 1 > bar > InsideDayYest = ref( InsideDay, -1 ); // new array - InsideDay shifted > forward 1 bar > HigherHigh = High > ref( High, -1 ); > LowerLow = Low < ref( Low, -1 ); > Buy = NR4DayYest AND InsideDayYest AND HigherHigh; > Short = NR4DayYest AND InsideDayYest AND LowerLow; > > ----- Original Message ----- > > *From:* alta hob <[EMAIL PROTECTED]> > *To:* [email protected] > *Sent:* Saturday, April 19, 2008 5:50 PM > *Subject:* Re: [amibroker] Re: Why do I get "missing buy/sell variable > assignmets" error? > > > Yes I want to take the trade if today is higher/lower and the other > conditions were met yesterday as you said. > > This is exactly right. > > So we made an inside day which was also an NR4Day and then once this bar > has been broken to the upside or downside a trade is triggered. > > > thank you > > > > On Sat, Apr 19, 2008 at 10:41 PM, Steve Dugas <[EMAIL PROTECTED]> wrote: > > > Hmm...good thinking, I guess it is tough to make a new high on an > > inside day. 8 - ) > > Sorry, I was paying attention to structuring the code instead of the > > actual conditions. > > So, did you want to take the trade if today is higher/lower and the > > other conditions were met yesterday? If not, please state clearly what your > > entry conditions are. Thanks! > > > > Steve > > > > ----- Original Message ----- > > *From:* alta hob <[EMAIL PROTECTED]> > > *To:* [email protected] > > *Sent:* Saturday, April 19, 2008 5:16 PM > > *Subject:* Re: [amibroker] Re: Why do I get "missing buy/sell variable > > assignmets" error? > > > > 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; > > > > > > > > > > > > > > > > > > > > > > > > > > >
