Ok, Thanks I think i got it. Here is the Correct version of it Hopefully, if any one wants to use it. PositionSize = MarginDeposit = 1; PointValue=1; Buy = O<Ref(L,-1) AND H > Ref(L,-1); BuyPrice=Ref(L,-1); Sell = 0; ApplyStop( stopTypeNBar, stopModeBars, 1); SellPrice=O;
--- In [email protected], "Mike" <sfclimb...@...> wrote: > > Backtesting is definitely a good idea. But, you must backtest correctly ;) > > At a glance, I see a couple of issues with your code: > > 1. You cannot set your BuyPrice/ShortPrice to yesterday's values without > first verifying that that range has been hit. > > In your code, you are saying to Buy if the Open is less than the previous > day's Low and setting your BuyPrice at the previous day's Low. However, if > the bar opened less than the previous day's Low and kept going *lower* you > will have overstated your BuyPrice. Same thing with your ShortPrice. Instead > you should be setting the value to Open. > > 2. Your delay logic is not correct. You need to be careful with BarsSince. If > there are redundant Buy/Short signals since the first Buy/Short, your > Sell/Cover will always be relative to the most recent one (i.e. the redundant > signal that came *after* the original signal). As such your exit may only > trigger much later than you expect. See ExRemSpan for how to handle fixed > holding periods. > > Mike > > --- In [email protected], "haiguise" <sherif626@> wrote: > > > > K got it, Thanks. I guess I am just trusting the stats of Backtesting on > > some sites at face value and when I do it in amibroker, the whole system > > blows up and loses its entire equity even though the signals are good. > > --- In [email protected], "gariki003" <kcityg@> wrote: > > > > > > you can check if todays high rallied to yesterdays mid point; if the high > > > did not rallie then neither did any other price. > > > > > > H > Ref(your_yesterdays_average,-1) > > > > > > HTH > > > -gariki > > > > > > --- In [email protected], "haiguise" <sherif626@> wrote: > > > > > > > > Got It, Thanks. Here is What I did. Now I am wondering, How can I Check > > > > if The Price of Today's Bar Rallied to the Mid point of Yesterday's > > > > Bar. Is that even Possible. So If Yesterday's Bar was O-2 H-4 L-1 > > > > C-2.5. I want to Make Sure that Today's Price rally to 3 Before I do a > > > > buy signal. > > > > //Larry Williams OOPS Pattern > > > > PositionSize = MarginDeposit = 1; > > > > PointValue=1; > > > > sellDelay = Optimize("sellDelay",1,1,50,1); > > > > coverDelay=Optimize("coverDelay",1,1,50,1); > > > > Buy = O<Ref(L,-1); > > > > BuyPrice=Ref(L,-1); > > > > Sell = BarsSince(Buy) == sellDelay; > > > > SellPrice = O; > > > > Short = O>Ref(H,-1); > > > > ShortPrice=Ref(H,-1); > > > > Cover=BarsSince(Short)==CoverDelay; > > > > CoverPrice=O; > > > > Filter=Buy OR Sell; > > > > > > > > --- In [email protected], "Tomasz Janeczko" <groups@> wrote: > > > > > > > > > > SetTradeDelays( 1, 1, 1, 1 ); > > > > > BuyPrice = Open; > > > > > SellPrice = Open; > > > > > > > > > > Best regards, > > > > > Tomasz Janeczko > > > > > amibroker.com > > > > > ----- Original Message ----- > > > > > From: "haiguise" <sherif626@> > > > > > To: <[email protected]> > > > > > Sent: Wednesday, July 29, 2009 8:14 PM > > > > > Subject: [amibroker] Exit on Next Day Open > > > > > > > > > > > > > > > >I have been searching the message board for this answer but I seem > > > > > >to not be able to get an answer. I am creating a System what I > > > > > >want to do is Sell Today at the Open Price (Simple) and then Next > > > > > >Day Sell on the Open. How Do I write in AFL to sell Next Day. > > > > > >Thanks > > > > > > > > > > > > > > > > > > > > > > > > ------------------------------------ > > > > > > > > > > > > **** IMPORTANT PLEASE READ **** > > > > > > This group is for the discussion between users only. > > > > > > This is *NOT* technical support channel. > > > > > > > > > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > > > > > SUPPORT {at} amibroker.com > > > > > > > > > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > > > > > http://www.amibroker.com/feedback/ > > > > > > (submissions sent via other channels won't be considered) > > > > > > > > > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > > > > > http://www.amibroker.com/devlog/ > > > > > > > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >
