if you are saying you want to project the crossing point before it happens,
then you can either:
1. Do it by using a loop - probably rather time consuming
2. figure out how to solve the equation of
C = BBandBot(..) which is probably a bit messy
and thus get the value of C you want
----- Original Message -----
From: "mbausys" <[email protected]>
To: <[email protected]>
Sent: Thursday, April 15, 2010 9:25 AM
Subject: [amibroker] Re: Change last value of array
> Guys, I want to backtest this system rather than have a value for today.
> And I'm absolutely sure that the concept & logic are right.
>
>
> --- In [email protected], "Rob" <sidharth...@...> wrote:
>>
>> I think Ara's right... I think your concept & logic are fundamentally
>> flawed. Which is why it won't work.
>>
>> --- In [email protected], "Ara Kaloustian" <ara1@> wrote:
>> >
>> > When you get the value of BBand, it is a dynamic value ...
>> >
>> > so in your example of C = 100 and BBand = 95,
>> > the buy order would of course be somewhere below 95. The point would be
>> > determined correctly by either:
>> >
>> > L < BBand or Cross(BBand,L);
>> >
>> > If you are cornerned about the buy price being far below 95 (in the
>> > example), then perhaps you should use a different strategy, as BBands
>> > will
>> > shift with price moves
>> >
>> >
>> > ----- Original Message -----
>> > From: "mbausys" <mbausys@>
>> > To: <[email protected]>
>> > Sent: Thursday, April 15, 2010 8:49 AM
>> > Subject: [amibroker] Re: Change last value of array
>> >
>> >
>> > > I'll give you a brief example:
>> > >
>> > > We are in the middle of trading session;
>> > > Current C = 100
>> > > Current BBandBot( C, 20, 2 ) = 95
>> > > I want to set a limit order that buys if price falls bellow lower
>> > > Bollinger band. However, a limit order at 94.99 would be incorrect
>> > > way of
>> > > doing that because when the price reaches 94, the actual lower
>> > > Bollinger
>> > > band would have shifted far below 94.99. Thus, I need to a dynamic
>> > > calculation of lower Bollinger band that determines the true level.
>> > >
>> > > --- In [email protected], "Ara Kaloustian" <ara1@> wrote:
>> > >>
>> > >> Dont really understand your comments ... as Low and Close frequently
>> > >> are
>> > >> below lower BB...
>> > >>
>> > >> Try using L <= BBandBot(...)
>> > >>
>> > >>
>> > >> ----- Original Message -----
>> > >> From: "mbausys" <mbausys@>
>> > >> To: <[email protected]>
>> > >> Sent: Thursday, April 15, 2010 8:16 AM
>> > >> Subject: [amibroker] Re: Change last value of array
>> > >>
>> > >>
>> > >> > In essence, I want to backtest a trading system that uses lower
>> > >> > Bollinger
>> > >> > Band as an entry point and would enter trades intraday when price
>> > >> > touches
>> > >> > the lower band. However, I can't use L < BBandBot( C, 20, 2 ) as
>> > >> > at the
>> > >> > point when price is at its L, BBand would be lower than
>> > >> > BBandBot( C,
>> > >> > 20,
>> > >> > 2 ) and the trade might be not triggered in reality. Therefore, I
>> > >> > want
>> > >> > to
>> > >> > find price levels at which P would be equal or just fall below
>> > >> > lower
>> > >> > BBand. That level would be my BuyPrice as well.
>> > >> >
>> > >> > Thanks,
>> > >> >
>> > >> > Marius
>> > >> >
>> > >> >
>> > >> > --- In [email protected], "Rob" <sidhartha70@> wrote:
>> > >> >>
>> > >> >> You said you only wanted to do it for the last day (or last value
>> > >> >> in
>> > >> >> the
>> > >> >> array)...?
>> > >> >>
>> > >> >> LastValue() will only access the last value in the array hence
>> > >> >> will
>> > >> >> only
>> > >> >> work for the last day...
>> > >> >>
>> > >> >> What exactly are you trying to do...? explain in detail and we
>> > >> >> might
>> > >> >> be
>> > >> >> able to help...
>> > >> >>
>> > >> >> --- In [email protected], "mbausys" <mbausys@> wrote:
>> > >> >> >
>> > >> >> > I have this very short code, which is supposed to determine at
>> > >> >> > what
>> > >> >> > price level every day the price would have been equal to lower
>> > >> >> > Bollinger Band. However, the code seems to do the trick only
>> > >> >> > for the
>> > >> >> > last day. Any hints where I may be wrong?
>> > >> >> >
>> > >> >> > P = C; // P is a target price level
>> > >> >> > diff = P / 2;
>> > >> >> >
>> > >> >> > for( i = 0; i < 100; i++ )
>> > >> >> > {
>> > >> >> > P = IIf( P < BBandBot( C, 20, 2 ), C + diff, C - diff );
>> > >> >> > C[ LastValue( BarIndex() ) ] = P[ LastValue( BarIndex() ) ];
>> > >> >> > diff = diff / 2;
>> > >> >> > }
>> > >> >> >
>> > >> >> > --- In [email protected], "jooleanlogic" <jooleanl@>
>> > >> >> > wrote:
>> > >> >> > >
>> > >> >> > > I think that will only work in version 5.3 Sid.
>> > >> >> > >
>> > >> >> > > BarIndex() changed from being the actual index in 5.2, to
>> > >> >> > > always
>> > >> >> > > starting at 0 in 5.3.
>> > >> >> > > So LastValue(BarIndex()) in 5.2 can give you a number greater
>> > >> >> > > than
>> > >> >> > > BarCount under QuickAFL.
>> > >> >> > >
>> > >> >> > > You could just use BB_Array[BarCount-1] which will always
>> > >> >> > > work.
>> > >> >> > >
>> > >> >> > > Jules.
>> > >> >> > >
>> > >> >> > >
>> > >> >> > > --- In [email protected], "Rob" <sidhartha70@> wrote:
>> > >> >> > > >
>> > >> >> > > > Sure... if BBand is the array you want to change,
>> > >> >> > > >
>> > >> >> > > > Last_Val_BI = LastValue( BarIndex());
>> > >> >> > > > BB_Array [Last_Val_BI] = New value here...
>> > >> >> > > >
>> > >> >> > > > try something like that.
>> > >> >> > > >
>> > >> >> > > > --- In [email protected], "mbausys" <mbausys@>
>> > >> >> > > > wrote:
>> > >> >> > > > >
>> > >> >> > > > > Hi all,
>> > >> >> > > > >
>> > >> >> > > > > Is there a simple way of changing the last value of an
>> > >> >> > > > > array?
>> > >> >> > > > > I want to find Bollinger Band of, e.g. 10 days of closing
>> > >> >> > > > > prices,
>> > >> >> > > > > but would like to use a different value for day 10 rather
>> > >> >> > > > > than
>> > >> >> > > > > the real closing price for that day.
>> > >> >> > > > >
>> > >> >> > > > > Any help would be appreciated.
>> > >> >> > > > >
>> > >> >> > > > > Many thanks,
>> > >> >> > > > >
>> > >> >> > > > > Marius
>> > >> >> > > > >
>> > >> >> > > >
>> > >> >> > >
>> > >> >> >
>> > >> >>
>> > >> >
>> > >> >
>> > >> >
>> > >> >
>> > >> > ------------------------------------
>> > >> >
>> > >> > **** 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
>> > >> >
>> > >> >
>> > >> >
>> > >> >
>> > >>
>> > >
>> > >
>> > >
>> > >
>> > > ------------------------------------
>> > >
>> > > **** 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
>> > >
>> > >
>> > >
>> >
>>
>
>
>
>
> ------------------------------------
>
> **** 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
>
>
>
