hi,
another Email .... the original problem you have has to do with the fact that
at some bars there is a buy and a sell signal at the same bar. For some reason
using exrem it is not treated properly it seems .. did not figure out what
exactly is the problem.
I find it pretty hard to put all your rules inside 1 sell statement. Therefore
I show you how to solve your problem using a additional procedure. Basicly once
you are in a trade you have
- a stoploss (sort of a trailing stop) defined by Ref(LLV(L,5),-1) and you
have
- a profit stop defined by Ref(2*ATR(10),-1).
Below I show how you could code your idea, rgds, Ed
procedure sell_proc(Buy,BuyPrice,stopLoss,profitTarget) {
global Sell;
global SellPrice;
global BuyAdjusted;
global BuyPriceAdjusted;
Sell = 0;
SellPrice = 0;
BuyAdjusted = 0;
BuyPriceAdjusted = 0;
global stopLossLine;
global profitTargetLine;
stopLossLine = Null;
profitTargetLine = Null;
for( i = 0; i < BarCount; i++ )
{
if ( Buy[ i ] )
{
BuyAdjusted[ i ] = 1;
BuyPriceAdjusted[ i ] = BuyPrice[ i ];
stopLossLine[ i ] = stopLoss[ i ];
profitTargetLine[ i ] = BuyPrice[ i ] + profitTarget[ i ];
for (j = i + 1; j < BarCount; j++)
{
stopLossLine[ j ] = stopLossLine[ i ];
profitTargetLine[ j ] = profitTargetLine[ i ];
if( L[ j ] <= stopLossLine[ j ] )
{
Sell[ j ] = 1;
SellPrice[ j ] = Min(O[ j ],stopLossLine[ j ]);
i = j;
break;
}
else if( H[ j ] > profitTargetLine[ j ] )
{
Sell[ j ] = 1;
SellPrice[ j ] = Max(O[ j ],profitTargetLine[ j ]);
i = j;
break;
}
else if (j == BarCount - 1)
{
i = BarCount;
}
}
}
}
}
SetBarsRequired(10000,10000);
Entrypt=HHV(H,3);
Buy= Cross(H,Ref(Entrypt,-1));
BuyPrice=Max(O,Ref(Entrypt,-1));
sell_proc(Buy,BuyPrice,Ref(LLV(L,5),-1),Ref(2*ATR(10),-1) );
Buy = BuyAdjusted;
BuyPrice = BuyPriceAdjusted;
Plot(stopLossLine,"stopLossLine",colorBlue,styleThick);
Plot(profitTargetLine,"profitTargetLine",colorLightBlue,styleThick);
Plot(Ref(Entrypt,-1),"EntryLevel",colorYellow,styleDashed);
SetChartOptions(0, chartShowDates);
Plot(C,"Last=",colorBlack,64);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowCircle,shapeNone),colorGreen,0,BuyPrice,0);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeHollowCircle,shapeNone),colorRed,0,SellPrice,0);
----- Original Message -----
From: cagigas00
To: [email protected]
Sent: Friday, July 11, 2008 11:08 AM
Subject: [amibroker] Buyprice changes while long
The following code replicates the problem I am having with a system. The
buyprice is suppossed to be constant while the system is long, however it keeps
changing. How can I make the Buyprice a constant?
Thanks
Oscar
//COND//
Entrypt=HHV(H,3);
//ENTRY SIGNAL//
Buy= H > Ref(Entrypt,-1);
BuyPrice=ValueWhen(Buy,Ref(Entrypt,-1));
//EXIT SIGNAL//
MaxTRADECLOSE=Ref(HighestSince(Buy,C),-1);
Sell= L < Ref(LLV(L,5),-1) OR (Maxtradeclose-BuyPrice) > 2*ATR(10);
//REMOVE EXCESIVE SIGNALS//
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
//PLOT BUY AND SELL POINTS//
Plot(C,"Last=",colorBlack,styleBar|styleThick);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowCircle,shapeNone),colorGreen,0,BuyPrice,0);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Sell,shapeHollowCircle,shapeNone),colorRed,0,SellPrice,0);
//AUX//
Plot(Buy,"buy",colorRed,styleLine|styleOwnScale);
Plot(BuyPrice,"buyprice",colorBlue,styleLine);
Plot(Maxtradeclose,"maxtradeclose",colorGreen,styleLine);
