Hi all,
I hope this is the right place to post this - apologies otherwise & please
redirect me to the right place.
I'm trying to filter some signals using a for loop.
I print the variables in the loop and I 'plotShapes' the same variables.
Results are erratic and inconsistent.
If I move the selection bar, the values printed with printf do not match what
is displayed with plotShapes, and both seem to be incorrect [they do not
reflect the code in the loop, in some instances].
I use this on EUR.USD-IDEALPRO-CASH , 1 min chart, but the same problem happens
with other tickers and timeframes. I use Amibroker 5.24 beta, but it happens
with 5.20 as well.
Has anyone encountered this before? What could be the problem?
Thank you,
Alex
Here's the code, with a few debug aids included:
SetBarsRequired( -1, -1 );
OptimizerSetEngine("cmae");
stoplineThrL = Optimize("stoplinethrL ", 0.0003, 0,0.001,0.0001);
stoplineThrS = Optimize("stoplinethrS ", 0.0000, 0,0.001,0.0001);
PositionSize= Optimize( "PositionSize", -75, -95,-10,5);
lMaxLoss = Optimize( "lMaxLoss", 0.002 , 0.0006,0.01,0.0001);
lMinGain = Optimize( "lMinGain", 0.0015, 0.0007,0.01,0.0001);
shMaxLoss = Optimize("shMaxLoss", 0.002 , 0.0005,0.01,0.0001);
shMinGain = Optimize("shMinGain", 0.0015, 0.0085,0.01,0.0001);
Med = (High+Low)/2; stopLine = EMA(Med,5);
ml = MACD(12, 26); sl = Signal(12,26,9); macd_h = ml-sl;
rstopline = Ref(stopLine, -1);
rmacd_h=Ref(macd_h,-1);
Hoc = Max(O,C); Loc = Min(O,C); rC = Ref(C,-1); rH = Ref(H,-1); rL = Ref(L,-1);
stopin = rH>=rstopLine && rstopLine >=rL;
ShortPrice =Max(L,Min(O,stopline)); BuyPrice =
Min(H,Max(O,stopline));//reasonable estimate
Buy_=rmacd_h>0 && rC > rstopLine && !stopin && stopline > rstopline && rmacd_h
< macd_h ;
Sell_= (L < rstopLine-stoplineThrL);
SellPrice = Max(L,Min(H,rstopLine-stoplineThrL-0.0001));//-0.000002;
Short_=rmacd_h<0 && rC < rstopLine && !stopin && stopline < rstopline &&
rmacd_h > macd_h;
Cover_=(H > rstopLine+stoplineThrS);
CoverPrice = Min(H,Max(L,rstopLine+stoplineThrS+0.0001));//+0.00005;
Plot( C, "Close", colorBlack, styleNoTitle | ParamStyle("Style") |
GetPriceStyle());
Plot(stopLine , _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style",styleNoLabel, maskDefault) );
//just for debug
pBuy = Buy_; pSell = Sell_; pShort = Short_; pCover = Cover_;
printf("PBuy_= %g PSell_= %g\n", PBuy, PSell);
printf("PShort_ = %g PCover_= %g\n", PShort, PCover);
//filter the raw signals
nBuy_ = nSell_ = nShort_ = nCover_ = 0; // make sure all arrays are set empty
inBuy = inShort = 0;
vinBuy = vinShort = 0;
eprice = 0; //
veprice = 0; //
branch = 0;
for( i = 0; i < BarCount; i++ )
{ //these are just for tracing
// veprice[i] = eprice; VInBuy[i] = inBuy; VInShort[i] = inShort;
branch[i] = 0;
if (inBuy){
branch[i] = 1;
nbuy_[i] = 0; nshort_[i] = 0; ncover_[i] = 0;
if (sell_[i]){
branch[i] = 2;
if (C[i] > (eprice - lMaxLoss) && C[i] < (eprice + lMinGain)) {
branch[i] = 3;
nsell_[i] = 0;
} else {
branch[i] = 4;
nsell_[i] = 1;
inBuy = 0;
}
}
// continue;
} else if (inShort){
branch[i] = 5;
nbuy_[i] = 0; nsell_[i] = 0; nshort_[i] = 0;
if (cover_[i]){
if (C[i] < (eprice + shMaxLoss) && C[i] > (eprice - shMinGain)) {
branch[i] = 6;
ncover_[i] = 0;
} else {
branch[i] = 7;
ncover_[i] = 1;
inShort = 0;
}
}
// continue;
} else {
branch[i] = 8;
if (buy_[i]) {
branch[i] = 9;
nbuy_[i] = 1;
eprice = BuyPrice[i];
inBuy = 1;
ncover_[i] = 0; nshort_[i] = 0; nSell_[i] = 0;
// continue;
} else if (short_[i]){
branch[i] = 10;
nshort_[i] = 1;
eprice = ShortPrice[i];
inShort = 1;
ncover_[i] = 0; nsell_[i] = 0;
// continue;
} else {
branch[i] = 11;
ncover_[i] = 0;
nsell_[i] = 0;
}
}
veprice[i] = eprice; VInBuy[i] = inBuy; VInShort[i] = inShort;
}
printf("Buy_= %g Sell_= %g\n", nBuy_, nSell_);
printf("Short_ = %g Cover_= %g\n", nShort_, nCover_);
printf("inBuy = %g inShort = %g\n eprice %g\n", vinBuy, vinShort, eprice);
printf("Branch= %g \n", branch);
PlotShapes(shapeSmallUpTriangle*nBuy_,colorBrightGreen);
PlotShapes(shapeHollowSmallDownTriangle*nSell_,colorBrightGreen);
PlotShapes(shapeSmallDownTriangle*nShort_,colorRed);
PlotShapes(shapeHollowSmallUpTriangle*nCover_,colorRed);
