Thank you Sebastian!! You are always welcome to butt-in:) So it appears for a user with modest coding ambition,the frumpster approach should be more than ample??
That is very encouraging Allan --- In [email protected], "sebastiandanconia" <sebastiandanco...@...> wrote: > > If I can butt-in.:) The first piece of elegant-looking code is a loop, the > second frumpy-looking code uses array processing. > > The difference in practical terms is speed. The loop code processes through > each price-bar individually but "frumpy" does all the calculations as an > array, which is far faster. Tomasz recommends avoiding loops if you can with > AB unless you're an advanced user. (And you can do some pretty amazing > things without looping, too, so take heart.) > > > Sebastian > > --- In [email protected], "matrix10014" <allansn@> wrote: > > > > Thank you Mike.. > > > > I do have a couple of questions.Amibroker gives an example of scaling out > > of trades and uses code such as the following snippet. > > > > ------------------------------------------- > > priceatbuy=0; > > highsincebuy = 0; > > > > exit = 0; > > > > for( i = 0; i < BarCount; i++ ) > > { > > if( priceatbuy == 0 AND Buy[ i ] ) > > { > > priceatbuy = BuyPrice[ i ]; > > } > > > > if( priceatbuy > 0 ) > > { > > ------------------------------------------- > > > > I have a better chance of running a 3 minute mile than coding something > > like that.I noticed in the examples you sent me,the code was more > > digestable..Here is a snippet of what you sent > > > > ------------------------------------------------------------------ > > "Buy = firstTrigger + (secondTrigger * sigScaleIn) + (thirdTrigger * > > sigScaleIn) > > + (fourthTrigger * sigScaleIn); > > //SetPositionSize(IIf(firstTrigger, 100, IIf(secondTrigger, 200, > > IIf(thirdTrigger, 300, 400))), spsShares); > > SetPositionSize(IIf(firstTrigger, 1000, IIf(secondTrigger, 2000, > > IIf(thirdTrigger, 3000, 4000))), spsValue);" > > ----------------------------------------------------------------- > > > > What are the differences between the two approaches? > > > > If I understand FLIP,EXREM,VALUEWHEN,SIGSCALEIN and other functions in your > > code,does that serve as a workoaround for the code at the top of the > > page??Are those functions intended for mere mortals such as myself?? > > > > Thanks for the help, > > > > > > Allan > > > > > > > > > > > > > > > > > > > > > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > > > Hi, > > > > > > There have been a couple of complete examples in the last week or so: > > > > > > http://finance.groups.yahoo.com/group/amibroker/message/146956 > > > http://finance.groups.yahoo.com/group/amibroker/message/146976 > > > > > > Mike > > > > > > --- In [email protected], "matrix10014" <allansn@> wrote: > > > > > > > > Would anyone be so kind to post code to scale in to a position.I have a > > > > bear of a time coding in AFL and would like to purchase 50% of my > > > > position on a signal,and the other 50% xATR's lower i.e > > > > entry price - optimized value x ATR.. > > > > > > > > > > > > Thanks in advance > > > > > > > > Allan > > > > > > > > > >
