Howard reminded me of the fix for this. Too remove extra buys and sell buy=ExRem(buy,sell); sell=ExRem(sell,buy);
Dave ----- Original Message ----- From: droskill To: [email protected] Sent: Monday, December 22, 2008 12:15 PM Subject: [amibroker] Re: Translating a system from Tradestation i didn't know that about Barssince - and thanks for the code - it will at least be a decent place to start. --- In [email protected], "Paul Ho" <paul.t...@...> wrote: > > strictly speaking, I havent consider the scenario when Barsince > Entry is bigger than 1. The problem with using Barsince, as well as > valuewhen is that, if a new buy signal appears before a exit signal > from the original buy signal appears, then valuewhen, barssince will > take from the new buy signal. and to be do that properly, you will > need a loop that ignore all buy signal until a exit signal is in > place > > --- In [email protected], "Paul Ho" <paul.tsho@> wrote: > > > > I'm no sure Buy next bar at Highest(H, 2) stop means 1 tick above > > the High or equal to the high. I've made it one tick above it. > > But the following code will work. > > TickSize= 1; //or whatever else > > TrueHigh = max(H, ref(c, -1)); > > TrueLow = min(L, ref(c, -1)); > > tr = TrueHigh - TrueLow; > > Condition1 = tr < Ref(tr, -1) AND tr < Ref(tr, -2); > > Condition2 = C > Ref(C, -14) AND C < Ref(C, -2); > > Condition3 = C < Ref(C, -14) AND C > Ref(C, -2); > > longentrypoint = HHV(H, 2); > > Shortentrypoint = LLV(L, 2); > > buysetup = Condition1 AND Condition2; > > Shortsetup = Condition1 AND Condition3; > > Buy = Ref(buysetup, -1) AND H > Ref(Longentrypoint, -1); > > Short = Ref(shortsetup, -1) AND L < Ref(Shortentrypoint, -1); > > BuyPrice = Longentrypoint + TickSize; > > ShortPrice = Shortentrypoint - TickSize; > > Sell = C > ValueWhen(Buy, BuyPrice) AND Ref(Buy, -1); > > SellPrice = C; > > Cover = C < ValueWhen(Short, ShortPrice) AND Ref(Short, -1); > > CoverPrice = C; > > Your code generates only 1 trade because, you did not put in the > one > > bar delay that is needed before comparsions between prices are > made. > > /Paul. > > --- In [email protected], "droskill" <droskill@> wrote: > > > > > > Paul - thanks for the code. It's still generated only one trade > > for > > > the SPY. > > > > > > I'm wondering about two aspects - as to whether test lines of > code > > > will actually work: > > > > > > > > Buy = Condition1 AND Condition2; > > > > > BuyPrice = HHV(H,2); > > > > > > > > > > Sell = C > BuyPrice AND BarsSince(Buy) >= 1; > > > > > > Can I use BarsSince Buy this way? > > > > > > --- In [email protected], "Paul Ho" <paul.tsho@> wrote: > > > > > > > > You can make some small changes to bring the definition of > true > > > > range to be in line how they are normally defined. > > > > TrueHigh = max(H, ref(c, -1)); > > > > TrueLow = min(L, ref(c, -1)); > > > > TrueRange = TrueHigh - TrueLow; > > > > /Paul. > > > > --- In [email protected], "droskill" <droskill@> wrote: > > > > > > > > > > Hey all - trying to translate a system but having some > > issues. > > > > Here's > > > > > the original EasyLanguage: > > > > > > > > > > Input: StopPts (30); { Size of money management stop, > > points } > > > > > Var: TR (0); { True Range } > > > > > > > > > > TR = TrueRange; > > > > > > > > > > Condition1 = TR < TR[1] and TR < TR[2]; > > > > > Condition2 = C > C[14] and C < C[2]; > > > > > Condition3 = C < C[14] and C > C[2]; > > > > > > > > > > If Condition1 and Condition2 then > > > > > Buy next bar at Highest(H, 2) stop; > > > > > > > > > > If Condition1 and Condition3 then > > > > > Sell short next bar at Lowest(L, 2) stop; > > > > > > > > > > If MarketPosition = 1 and C > EntryPrice and BarsSinceEntry > >= > > 1 > > > > then > > > > > Sell this bar at close; > > > > > > > > > > If MarketPosition = -1 and C < EntryPrice and BarsSinceEntry > > >= 1 > > > > then > > > > > Buy to cover this bar at close; > > > > > > > > > > If MarketPosition = 1 then > > > > > Sell next bar at EntryPrice - StopPts stop; > > > > > > > > > > If MarketPosition = -1 then > > > > > Buy to Cover next bar at EntryPrice + StopPts stop; > > > > > > > > > > > > > > > ----------------------------------- > > > > > Here's what I've got - it ain't working: > > > > > > > > > > TR1 = abs(H-L); > > > > > TR2 = abs(H-Ref(C,-1)); > > > > > TR3 = abs(Ref(C,-1)-L); > > > > > > > > > > TRa = Max(TR1,TR2); > > > > > TRb = Max(TR2,TR3); > > > > > TR = Max(TRa,TRb); > > > > > > > > > > Condition1 = TR < Ref(TR,-1) AND TR < Ref(TR,-2); > > > > > Condition2 = C > Ref(C,-14) AND C < Ref(C,-2); > > > > > Condition3 = C < Ref(C,-14) AND C > Ref(C,-2); > > > > > > > > > > Buy = Condition1 AND Condition2; > > > > > BuyPrice = HHV(H,2); > > > > > > > > > > Sell = C > BuyPrice AND BarsSince(Buy) >= 1; > > > > > > > > > > Short = Condition1 AND Condition3; > > > > > ShortPrice = LLV(L,2); > > > > > > > > > > Cover = C < ShortPrice AND BarsSince(Short) >= 1; > > > > > > > > > > ApplyStop(stopTypeLoss,stopModePoint,30,0); > > > > > > > > > > ------------------------------ > > > > > Any thoughts greatly appreciated. > > > > > > > > > > > > > > >
