Pete, It is not enough to just set the BuyPrice and SellPrice arrays. You must include the logic in your Buy and Sell statements. It is only the Buy and Sell statements that will determine whether or not a trade is taken.
e.g. BuyStop = Ref(H, -1); BuyPrice = Max(BuyStop, Low) Buy = ... AND High >= BuyStop; Mike --- In [email protected], "pcmoxon" <teklin...@...> wrote: > > Sorry, I don't think I explained myself very well. The issue I am having is > that the BuyStop & SellStop are not being executed in the correct location. > It seems that as soon as a new bar is generated the BuyPrice & SellPrice get > recalculated meaning the orders are executed at an incorrect price level. Is > there some way of keeping the BuyPrice/SellPrice fixed? > > Pete. > > --- In [email protected], cas soni <soni67c@> wrote: > > > > Hello pcmoxon,you didn't use PLOT..add this lines  SetChartOptions(0, > > chartShowDates); Plot(C,"Close",colorWhite,64); > > > > > > > > PlotShapes(IIf(Buy , shapeSmallUpTriangle, shapeNone) ,colorGreen, > > 0,L,-20); > > > > PlotShapes(IIf(Sell  , shapeSmallDownTriangle, shapeNone) ,colorRed, > > 0,H,-20); > > > > > > > > Plot(MA1,"\nDynPiv25",ParamColor("Color > > 1",ColorRGB(238,174,238)),stylethick); > > > > Plot(MA2,"\nDynPiv50",ParamColor("Color1 > > 2",ColorRGB(255,20,147)),styleline); > > and make sure your market start time / end time is correctly set > > > > Thank you > > --- On Fri, 30/7/10, pcmoxon <teklinkuk@> wrote: > > > > From: pcmoxon <teklinkuk@> > > Subject: [amibroker] Using BuyStop and SellStop orders - How does it work? > > To: [email protected] > > Date: Friday, 30 July, 2010, 12:01 AM > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >  > > > > > > > > > > > > > > > > > > > > Hi, > > > > > > > > I am trying to test a simple MA Cross over system that uses Buy-Stop and > > Sell-Stop orders. I can't for the life Of me workout how this should work. > > > > > > > > What I want the system to do is only trade between the 'tstart' & 'tend' > > parameter. When there is a MA-Cross set a BuyStop or Sell stop order at the > > High/Low of the bar where the MA-Cross ocurred, so the trade is only > > entered when the stop order is taken out. > > > > > > > > I would be very gratefull if someone can take a look at my code below and > > point me in the right direction to get this to work. > > > > > > > > Thanks, > > > > Pete > > > > > > > > // > > > > //+----------------------------------------------------------+ > > > > //| Variable/Parameters Start | > > > > //+----------------------------------------------------------+ > > > > // Set up the lengths for the moving averages > > > > Length1 = Param("Fast MA",3,1,20,1); > > > > Length2 = Param("Slow MA",30,21,80,1); > > > > // Trade Times > > > > tstart = 070000; > > > > tend = 150000; > > > > time_valid = TimeNum() >= tstart AND TimeNum() <= tend; > > > > > > > > //+----------------------------------------------------------+ > > > > //| Buy Sell Logic | > > > > //+----------------------------------------------------------+ > > > > MA1 = MA(C,Length1); > > > > MA2 = MA(C,Length2); > > > > > > > > Buy = Ref(Cross(MA1,MA2),-1) AND time_valid; > > > > Short = Ref(Cross(MA2,MA1),-1) AND time_valid; > > > > Sell = Short; > > > > Cover = Buy; > > > > > > > > BuyStop = Ref(H,-1); > > > > SellStop = Ref(L,-1); > > > > > > > > BuyPrice = Max( BuyStop, Low ); // make sure buy price not less than Low > > > > SellPrice = Min( SellStop, High ); // make sure sell price not greater than > > High > > > > > > > > Buy = ExRem(Buy,Sell); > > > > Sell = ExRem(Sell,Buy); > > >
