I tried changing it as you specified but when I run a backtest it still will exit a trade on the previous bars high/low (depending on whether im short or long). I want AB to exit on either the low/high of the inside day or on a two bar trailing stop. Can you see what is causing this problem because I can't work out why?
thanks ------- 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"; 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; BuyPrice = Ref ( High, -1 ); Low1 = Ref(L, -2); Low2 = ValueWhen(Buy,Ref(L,-1)-0.01); Sell = L < Low1 OR L < Low2; SellPrice = IIf(L < Low1, IIf(L < Low2, Max(Low1, Low2), Low1), IIf(L < Low2, Low2, 0) ); Short = NR4DayYest AND InsideDayYest AND LowerLow; High1 = Ref(H, -2); High2 = ValueWhen(Sell,Ref(H,-1)+0.01); Cover = H > High1 OR H > High2; CoverPrice = IIf(H > High1, IIf(H > High2, Max(High1, High2), High1), IIf(H < High2, High2, 0) ); On Fri, May 2, 2008 at 11:29 PM, Mike <[EMAIL PROTECTED]> wrote: > Yes, it takes the lower of the two lows preceding the current bar. If > you want specifically the low of two bars ago, just use: > > Low1 = Ref(L, -2); > > > Mike > > --- In [email protected] <amibroker%40yahoogroups.com>, "alta hob" > <[EMAIL PROTECTED]> wrote: > > > > Thanks for taking the time to help. I will study the code you gave > me. > > > > Another question. > > > > If I use the > > > > Low1 = Ref(LLV(L,2),-1); > > > > Does this take the lowest low of the last 2 bars? If it does then > I have > > made a mistake. What I want to do is use the low from two bars > ago, not the > > lowest of the last two bars as this doesn't give my trade room to > breathe. > > > > cheers > > > > AH > > > > On Fri, May 2, 2008 at 9:09 PM, Mike <[EMAIL PROTECTED]> wrote: > > > > > For these types of problems, it often helps to break up the > > > conditions for easier understanding. > > > > > > Using your example, what about something like: > > > > > > Low1 = Ref(LLV(L,2),-1); > > > Low2 = ValueWhen(Buy,Ref(L,-1)-0.01); > > > > > > Sell = L < Low1 OR L < Low2; > > > > > > SellPrice = IIF(L < Low1, > > > IIF(L < Low2, > > > max(Low1, Low2), > > > Low1), > > > IIF(L < Low2, > > > Low2, > > > 0) > > > ); > > > > > > I'm assuming that if both conditions are met, then the one that > > > happened first (i.e. the higher price point) would be the selling > > > price. > > > > > > Mike > > > > > > > > > --- In [email protected] <amibroker%40yahoogroups.com><amibroker% > 40yahoogroups.com>, "alta hob" > > > <altahob@> wrote: > > > > > > > > Hi > > > > > > > > > > > > I am trying to do something similar but need my sellprice to > > > execute at the > > > > point the sell criteria below is hit > > > > > > > > Sell = L < Ref(LLV(L,2),-1) OR L<ValueWhen(Buy,Ref(L,-1)-0.01); > > > > > > > > Can someone please show me how to add the sellprice code to > this? > > > > > > > > > > > > thanks > > > > > > > > > > > > On Sat, Apr 26, 2008 at 12:03 AM, safetrading <safetrading@> > > > wrote: > > > > > > > > > Thanks Graham; > > > > > > > > > > That was exactly what I needed. I use Valuewhen all the time, > for > > > > > some reason I just drew a blank on this. I think the "buy" > > > variable > > > > > threw me, as I have never really done anything with it except > put > > > my > > > > > formula there. > > > > > > > > > > Anyways, thanks very much. > > > > > > > > > > Safetrading > > > > > > > > > > > > > > > --- In [email protected] > > > > > <amibroker%40yahoogroups.com><amibroker% > 40yahoogroups.com><amibroker% > > > > 40yahoogroups.com>, > > > Graham > > > > > <kavemanperth@> wrote: > > > > > > > > > > > > Valuewhen is useful for this > > > > > > I assume you are entering on same bar as buuy signal. This > line > > > > > gives > > > > > > you the low of the bar before buy signal > > > > > > > > > > > > sell=L<valuewhen(buy,ref(l,-1)-0.01); > > > > > > > > > > > > > > > > > > > > > > > > -- > > > > > > Cheers > > > > > > Graham Kav > > > > > > AFL Writing Service > > > > > > http://www.aflwriting.com > > > > > > > > > > > > > > > > > > > > > > > > 2008/4/26 safetrading <safetrading@>: > > > > > > > > > > > > This is probably easy for most of you, but I just can't > seem > > > to > > > > > > > figure this out. > > > > > > > > > > > > > > I'm using one tick above the high of the previous day for > an > > > > > entry > > > > > > > point and trying to create an exit rule where for a long > > > > > position, > > > > > > > the exit would be one tick below the low of the day prior > to > > > the > > > > > > > entry day ( the same days where I got my entry point from) > > > > > until a > > > > > > > low exists that is above the high of my entry point, at > which > > > > > time > > > > > > > the exit would then become one tick below that low and > > > continue > > > > > to > > > > > > > follow the trade like this; sell=L<ref(l,-1)-0.01; > > > > > > > > > > > > > > So what I need to do is label and hang on to the "one tick > > > > > below" > > > > > > > the low of the day prior to entering. I believe I need to > use > > > > > the > > > > > > > Hold function, but am not sure how to identify the price > > > point I > > > > > > > need. > > > > > > > > > > > > > > Any suggestions would be appreciated. > > > > > > > > > > > > > > Thanks, > > > > > > > > > > > > > > Safetrading > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ------------------------------------ > > > > > > > > > > > > > > Please note that this group is for discussion between > users > > > > > only. > > > > > > > > > > > > > > To get support from AmiBroker please send an e-mail > directly > > > to > > > > > > > SUPPORT {at} amibroker.com > > > > > > > > > > > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check > > > > > DEVLOG: > > > > > > > http://www.amibroker.com/devlog/ > > > > > > > > > > > > > > For other support material please check also: > > > > > > > http://www.amibroker.com/support.html > > > > > > > Yahoo! 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