Thank you Mike,
And as a related tidbit, SetOption("PriceBoundChecking", False) doesn't always
stop the Buy/Sell price from being altered. To explicitly force AB to use the
price you want, set the BuyPrice/SellPrice after you issue "Buy =" and "Sell
=". Of course you'll have to do all your own price checking to verify your
price is legit...
Best Regards,
Michael
--- In [email protected], "Mike" <sfclimb...@...> wrote:
>
> False is a predefined constant set to the value 0.
>
> By setting BuyPrice/SellPrice to False you are saying that you want to
> purchase/sell the active symbol for $0.
>
> If the Low of the bar for that symbol is greater than your BuyPrice,
> AmiBroker will automatically alter the BuyPrice to be within the trading
> range (using the Low, I think, in this case), unless you have disabled this
> option via SetOption("PriceBoundChecking", False). Similarly your exit price
> will be affected.
>
> When not including these lines, AmiBroker will use whatever values you have
> set in your AA Settings for entry/exit (e.g. Open). In the first case you
> would effectively be entering/exiting at the Low. In the latter case you
> would be entering/exiting at perhaps the Open, depending on your settings.
>
> Naturally, this would affect the performance and the availability of funds
> for later trades.
>
> Mike
>
> --- In [email protected], "michaels_musings" <michaels_musings@>
> wrote:
> >
> > Hi All,
> >
> > I ran across this while doing code exploration. If I add
> >
> > > BuyPrice = False;
> > > SellPrice = False;
> >
> > to my .afl, then I get a different number of trades (and profits, etc.).
> > With it I get 56 trades and without it I get 25 trades.
> >
> > Obviously I'd like to know if it should be included/excluded to get proper
> > results, but I'm more curious about the underlying reasons for the
> > different results. So I can understand what to do and not to do in the
> > future.
> >
> > My thanks to everyone on this list for being so knowledgeable and helpful,
> > Michael
> >
> >
> > Code in question :
> > ...
> > // Setup Arrays
> > Sell = False; // Initialize "Sell" array....
> > Buy = False; // Initialize "Buy" array....
> > BuyPrice = False;
> > SellPrice = False;
> > openPos = False; // No open positions to start with
> > lastLow = False; // Just initialize it
> >
> > ...
> > // Start this Pig...
> > for ( i = 0; i < BarCount; i++ ) // Loop over all bars in the chart
> > {
> > for ( j = 0; j < numBuyPoints; j++ ) // Loop over all Buy points
> > {
> > if ( openPos[j] ) // Have an open position, check to sell it
> > {
> > if ( Low[i] < myStopLosss[j] ) // Check for Stops First
> > {
> > Buy[stickBuySellAt] = True;
> > BuyPrice[stickBuySellAt] = buyPrices[j]; // To override AA Trades
> > tab, You must set Prices after Flagging
> > stickBuySellAt = stickBuySellAt + 1;
> > Sell[stickBuySellAt] = True;
> > SellPrice[stickBuySellAt] = myStopLosss[j];
> > stickBuySellAt = stickBuySellAt + 1;
> > openPos[j] = False; // No longer have open position
> > lastLow[j] = iif( Close[i] < SellPrice[i], Close[i], SellPrice[i]
> > ); // ReSet lastLow[j] for Buy Check
> > if ( writeLog == TRUE )
> > ...
> >
>
