Thanks, Graham! Wish I had a programmer-type brain.
Always amazes me how convoluted my thinking can be... --- In [email protected], Graham <kavemanpe...@...> wrote: > > seems a complex way of doing things > try this > > RangeTest = Optimize("RangeTest", 1, 1, 4, 1); > array = c; > Range = iif( array >1.3, 4, iif( array >1.2, 3, iif( array >1.1, 2, > iif( array >0, 1, 0 )))); > > buy = range==rangetest; > sell=0; > applystop( stopTypeNBar, stopModeBars, 6, 0 ); > > > this line > Sell = BarsSince(Buy) > 6; will not work very well because > buy can occur on consecutive bars and will re-initiate the barssince. > You need to add in exremspan statement to remove buy signals for the > n-bar period > > > -- > Cheers > Graham Kav > AFL Writing Service > http://www.aflwriting.com > > > > Range1 = Array > 0 AND Array <= 1.1000; > > Range2 = Array > 1.1000 AND Array <= 1.2000; > > Range3 = Array > 1.2000 AND Array <= 1.3000; > > Range4 = Array > 1.3000; > 2009/1/17 ozzyapeman <zoopf...@...>: > > Hello, hoping someone can point out the general flaw in logic here. Even > > though I've been working with AFL for six months now, array vs scalars can > > still be confusing. All I'm trying to do is pass an array to a function that > > tests it's range. The program then sets a Buy according to that range. An > > optimization is performed to find the "best" range for a given period. > > > > Of course this is not my actual trading system, but merely a test of concept > > for much a more complicated function. > > > > By definition, the Close price has to fall into one of the four ranges > > defined in the function. I am using Forex, but any symbol will do, and would > > fall into one of the four ranges. Therefore, running the Optimization should > > generate some trades, as the Buy condition will be true eventually, as we > > cycle through the "RangeTest" variable for each bar. But no trades are > > generated. > > > > Traces indicate that the Close array is not being cycled through. > > > > Shouldn't the following code work, without having to get into a Barcount > > loop? If not, where is the flaw? Any help much appreciated. > > > > > > RangeTest = Optimize("RangeTest", 1, 1, 4, 1); > > > > > > function RangeFind(Array) > > { > > ActualRange = 0; > > > > Range1 = Array > 0 AND Array <= 1.1000; > > Range2 = Array > 1.1000 AND Array <= 1.2000; > > Range3 = Array > 1.2000 AND Array <= 1.3000; > > Range4 = Array > 1.3000; > > > > for( n = 1; n <=4; n++) > > { > > > > RangeN = VarGet( "Range"+ NumToStr(n, 1.0,0) ); > > > > if (RangeN) ActualRange = n; > > > > } > > > > return ActualRange; > > } > > > > > > Buy = RangeFind(Close) == RangeTest; > > > > Sell = BarsSince(Buy) > 6; > > >
