hi can u send me code plssssssssss --- On Mon, 2/1/10, Bruce <[email protected]> wrote:
> From: Bruce <[email protected]> > Subject: [amibroker] Re: Simple Buy on Close, Sell on Open not as expected > To: [email protected] > Date: Monday, February 1, 2010, 10:09 PM > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Keith - > > > > Short followup. Had some time last night to think about > what might be different with your setup. These types of > issues with dup'ing results are why I originally did > BoilerPlate. afl and put it on AmibrokerU.com. > > > > So, the following code puts everything in a known state (as > much as is possible), and then sets the options and trade > delays. I believe that this matches your goal - buy every > day at close and sell the next day at the open - > > > > #include <Boilerplate. afl> > > Buy = 1; > > Sell = Short = Cover = 0; > > BuyPrice = Close; > > SellPrice = Open; > > > > SetOption( "ActivateStopsImmed iately", False ); > > SetOption( "AllowSameBarExit" , True ); > > > > SetTradeDelays( 0, 0, 0, 0 ); > > ApplyStop( stopTypeNBar, 1, 0, 0, False, 0 ); > > > > --- In amibro...@yahoogrou > ps.com, "Bruce" <bru...@...> wrote: > > > > > > Keith - > > > > > > Works for me. Make sure that your trade delays are > set to 0, or add > > > > > > SetTradeDelays( 0, 0, 0, 0 ); > > > > > > -- Bruce > > > > > > --- In amibro...@yahoogrou > ps.com, Keith McCombs <kmccombs@> wrote: > > > > > > > > Bruce -- > > > > Sorry, that doesn't do it. All the sell > prices are of the open for the > > > > SAME day as the buy, not the NEXT day. > > > > Same result as: > > > > |*Buy* = 1; > > > > *Short* = *Cover* = 0; > > > > *Sell* = 1; > > > > *BuyPrice* = *Close*; > > > > *SellPrice* = *Open*; > > > > SetOption("AllowSam eBarExit" , > *True*);| > > > > > > > > without the |ApplyStop(* stopTypeNBar* , 1, 0, 0, > *False*, 1);| > > > > -- Keith > > > > > > > > Bruce wrote: > > > > > > > > > > > > > > > > > > > > > > > > > Keith - > > > > > > > > > > Perhaps this way will work better for you - > > > > > > > > > > Buy = 1; > > > > > Sell = Short = Cover = 0; > > > > > BuyPrice = Close; > > > > > SellPrice = Open; > > > > > SetOption( "AllowSameBarExit" , > True ); > > > > > ApplyStop( stopTypeNBar, 1, 0, 0, False, 0 > ); > > > > > > > > > > BTW, I don't know your motivation for > doing this. But, I did something > > > > > similar a while back to explore the > percentage of the Close to Close > > > > > moves that were overnight vs. during the > day, and then the persistency > > > > > of the direction. It raises some interesting > questions. > > > > > > > > > > -- BruceR > > > > > > > > > > --- In amibro...@yahoogrou > ps.com <mailto:amibroker% 40yahoogroups. com>, > > > > > B S <bs2167@> wrote: > > > > > > > > > > > > Anthony- Off-topic question if you > don't mind - what do the numbers > > > > > in parantheses next to "Long" in > the Trade column signify? > > > > > > > > > > > >  > > > > > > > > > > > > > > > > > > > > > > > > ____________ _________ _________ __ > > > > > > From: Anthony Faragasso > <ajf1111@> > > > > > > To: amibro...@yahoogrou > ps.com <mailto:amibroker% 40yahoogroups. com> > > > > > > Sent: Sat, January 30, 2010 1:36:51 PM > > > > > > Subject: Re: [amibroker] Simple Buy on > Close, Sell on Open not as > > > > > expected > > > > > > > > > > > >  > > > > > > ----- Original Message ----- > > > > > > >From: Keith McCombs > > > > > > >To: amibro...@yahoogrou ps.com > > > > > > >Sent: Saturday, January 30, 2010 > 12:54 PM > > > > > > >Subject: Re: [amibroker] Simple Buy > on Close, Sell on Open not as > > > > > expected > > > > > > > > > > > > > >Anthony -- > > > > > > >Thanks for your effort. I tried > your exact code (copy and > > > > > paste). It still skips every other day. > > > > > > > > > > > > > >Also, I reduced the code to > absolute minimum as: > > > > > > >Buy= 1; > > > > > > >BuyPrice= Close; > > > > > > >Sell= Ref(Buy, -1); > > > > > > >SellPrice= Open; > > > > > > > > > > > > > >Been through my settings many > times. Still the same. > > > > > > > > > > > > > > > > > > > > >BTW, I'm running 5.26beta. > > > > > > > > > > > > > >-- Keith > > > > > > > > > > > > > > > > > > > > >Anthony Faragasso wrote: > > > > > > > > > > > > > >>Keith > > > > > > >> > > > > > > >>give this a try: > > > > > > >> > > > > > > >>Settings window: > > > > > > >> > > > > > > >>allow same bar exit is enabled > > > > > > >>all stops are disabled > > > > > > >> > > > > > > >>In the trades window of the > settings I set up the trades as > > > > > follows probably do not need it : > > > > > > >>buy=close, delay 0;sell=open, > delay 0 > > > > > > >>short=close, delay 0 ,cover = > open, delay 0 > > > > > > >>// BuyClose SellOpen Daily.afl > > > > > > >>SetTradeDelays( 0,0,0,0); > > > > > > >>Buy = Ref(Close,-1) ; > > > > > > >>BuyPrice = ValueWhen(Buy, > Ref(C,-1) ); > > > > > > >>Sell = Open; > > > > > > >>SellPrice = Open; > > > > > > >>Short = Cover = False; // long > only strategy > > > > > > >> > > > > > > >>----- Original Message ----- > > > > > > >>>From: Keith McCombs > > > > > > >>>To: amibro...@yahoogrou > ps.com > > > > > > >>>Sent: Saturday, January 30, > 2010 1:09 AM > > > > > > >>>Subject: [amibroker] Simple > Buy on Close, Sell on Open not as > > > > > expected > > > > > > >>> > > > > > > >>> > > > > > > >>>Just fooling around with a > very simple idea, but can't get the > > > > > code to work. > > > > > > >>>The idea is to sell at > close of every day, hold over night, and > > > > > sell at open the following day. > > > > > > >>>Code below sorta works, but > skips every other day. For example: > > > > > > >>>Day 1, buy on close; Day2, > sell on open. > > > > > > >>>Day 3, buy on close; Day4, > sell on open. > > > > > > >>>etc. > > > > > > >>>But I can't make it buy > on close of days 2, 4, etc. > > > > > > >>>Tried "Allow same bar > exit" in settings, but that makes it sell > > > > > the same day that it buys, which is wrong. > > > > > > >>> > > > > > > >>>// BuyClose SellOpen > Daily.afl > > > > > > >>>SetTradeDelays( 0,1,0,0); >  // has no effect > > > > > > >>>Buy= Close; > > > > > > >>>BuyPrice= Close; > > > > > > >>>Sell= Open; > > > > > > >>>SellPrice= Open; > > > > > > >>>Short= Cover= False; // > long only strategy > > > > > > >>>Buy= ExRem(Buy, Sell);  > // has no effect > > > > > > >>>Sell= ExRem(Sell, Buy); >  // has no effect > > > > > > >>> > > > > > > >>>Well? > > > > > > >>>-- Keith > > > > > > >>> > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >
