Hello Edward,wow..great . .i was looking for something like this [ i.e- your code ]Thank you
--- On Sun, 29/8/10, Edward Pottasch <[email protected]> wrote: From: Edward Pottasch <[email protected]> Subject: Re: [amibroker] Re: Formula Help Needed To: [email protected] Date: Sunday, 29 August, 2010, 1:18 AM Jeff, I agree with cas soni that plotting the problem makes it easier to solve. You can use the valuewhen() function but the problem is that before a sell is found new buy signals emerge. That is why I would solve such a problem using an exit loop. See code below. If this can be solved using array calculations only I woud not know how, regards, Ed procedure buySell_proc(BuyXX,sellStopProfit,sellStopLoss,initPer) { global BuyAdjusted; global BuyPriceAdjusted; global SellAdjusted; global SellPriceAdjusted; global stopProfitArray; global stopLossArray; BuyAdjusted = 0; BuyPriceAdjusted = 0; SellAdjusted = 0; SellPriceAdjusted = 0; stopProfitArray = Null; stopLossArray = Null; slip = 0; for( i = initPer + 1; i < BarCount; i++ ) { if (BuyXX[ i ]) { BuyAdjusted[ i ] = 1; BuyPriceAdjusted[ i ] = C[ i ] + slip; stopProfitArray[ i ] = BuyPriceAdjusted[ i ] + sellStopProfit[ i ]; stopLossArray[ i ] = BuyPriceAdjusted[ i ] - sellStopLoss[ i ]; for (j = i + 1; j < BarCount; j++) { stopLossArray[ j ] = stopLossArray[ i ]; stopProfitArray[ j ] = stopProfitArray[ i ]; // exit at stop loss if (C[ j ] < stopLossArray[ j ]) { SellAdjusted[ j ] = 1; SellPriceAdjusted[ j ] = C[ j ] - slip; i = j; break; } // exit at stop profit else if (C[ j ] > stopProfitArray[ j ]) { SellAdjusted[ j ] = 1; SellPriceAdjusted[ j ] = C[ j ]- slip; i = j; break; } // to avoid problems at the end of the array else if (j == BarCount - 1) { i = BarCount; break; } } } } } SetBarsRequired(sbrAll,sbrAll); ATRx = Optimize("ATR Multiplier", 3, 1, 5, 1); // ATR Multiplier WATR = ((Ref(ATR(8),-2)*8) + (ATR(1)*1.125) + (Ref(ATR(1)*1.125,-1)))/10; //Weighted ATR (last 20% has a 12.5% weighting factor) twentydayupper = Ref(HHV(H, 20), -1); BuyXX = Cross(C, twentydayupper); buySell_proc(BuyXX,WATR*ATRx,WATR*2,8); Buy = BuyAdjusted; BuyPrice = BuyPriceAdjusted; Sell = SellAdjusted; SellPrice = SellPriceAdjusted; // chart GraphXSpace = 5; SetChartOptions(0, chartShowDates); Plot( C, "\nCandle",colorWhite, styleCandle ); Plot(twentydayupper,"",colorBlue,1); Plot(stopLossArray,"\nsellStopLoss",colorRed,1); Plot(stopProfitArray,"\nsellStopProfit",colorGreen,1); PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15); PlotShapes(IIf(Buy,shapeHollowSmallCircle,shapeNone),colorWhite,0,BuyPrice,0); PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15); PlotShapes(IIf(Sell,shapeHollowSmallCircle,shapeNone),colorWhite,0,SellPrice,0); From: JEFF F Sent: Saturday, August 28, 2010 7:14 PM To: [email protected] Subject: [amibroker] Re: Formula Help Needed Thanks cas soni, I appreciate your input, and adding the plot. The problem I am having is the sellprice and sellstop seem to be floating numbers and recalculated every day. I want them to be calculated once at entry, and remain that fixed value until a sell is triggered. Any help is much appreciated. --- In [email protected], cas soni <soni...@...> wrote: > > Hello Jeff , > First let me say i am not an afl expert , > so please try this .... > ATRx = Optimize("ATR Multiplier", 3, 1, 5, 1); // ATR Multiplier > WATR = (Ref(ATR(8),-2)*8 + (ATR(1)*1.125) + (Ref(ATR(1)*1.125,-1)))/10; //Weighted ATR (last 20% has a 12.5% weighting factor) > twentydayupper = Ref(HHV(H, 20), -1); > > > > Plot(C,"",3,64); > Plot(twentydayupper,"",7,1); > > > Buy = Cross(C, twentydayupper); > > BuyPrice=ValueWhen(Buy,C,1); > > Sellstop = BuyPrice - WATR*2; > > SellPrice = BuyPrice + WATR*ATRx; > Sell = Cross(Sellstop, C) OR Cross(C, SellPrice); > Plot(SellPrice,"sellprice",4,1); > Plot(Sellstop,"sellstop",6,1); > > PlotShapes(Buy*shapeUpArrow,colorGreen,0,L,-5); > PlotShapes(Sell*shapeDownArrow,colorRed,0,H,-5); > > AddColumn(ATRx, "ATRx"); > AddColumn(ATR(10), "ATR"); > AddColumn(WATR, "Weighted ATR"); > AddColumn(Ref(ATR(8),-2), "ATR(8) Two Days Ago"); > AddColumn(ATR(1)*1.125, "Weighted ATR Today"); > AddColumn(Ref(ATR(1)*1.125,-1), "Weighted ATR Yesterday"); > AddColumn(twentydayupper, "20 Day Upper"); > AddColumn(Sellstop, "Sellstop"); > AddColumn(SellPrice, "SellPrice"); > AddColumn(BuyPrice, "BuyPrice"); > AddColumn(C, "Close"); > > Filter=1; > Hope this helps > Thank you > > --- On Sat, 28/8/10, JEFF F <je...@...> wrote: > > > From: JEFF F <je...@...> > Subject: [amibroker] Formula Help Needed > To: [email protected] > Date: Saturday, 28 August, 2010, 8:53 PM > > > Â > > > > If one of the AFL experts out there could help me out, it would be greatly appreciated. I do not understand why, in this formula the sell price is not being executed according to my stops. Please understand this is a work-in-progress and not meant to be a complete formula. I put in all the columns to try and trace the calculations. I'm sure it is a simple answer, but I seem to be missing it. > > ATRx = Optimize("ATR Multiplier", 3, 1, 5, 1); // ATR Multiplier > WATR = ((Ref(ATR(8),-2)*8) + (ATR(1)*1.125) + (Ref(ATR(1)*1.125,-1)))/10; //Weighted ATR (last 20% has a 12.5% weighting factor) > twentydayupper = Ref(HHV(H, 20), -1); > > Sellstop = BuyPrice - WATR*2; > SellPrice = BuyPrice + WATR*ATRx; > > Buy = Cross(C, twentydayupper); > Sell = Cross(Sellstop, C) OR Cross(C, SellPrice); > > AddColumn(ATRx, "ATRx"); > AddColumn(ATR(10), "ATR"); > AddColumn(WATR, "Weighted ATR"); > AddColumn(Ref(ATR(8),-2), "ATR(8) Two Days Ago"); > AddColumn(ATR(1)*1.125, "Weighted ATR Today"); > AddColumn(Ref(ATR(1)*1.125,-1), "Weighted ATR Yesterday"); > AddColumn(twentydayupper, "20 Day Upper"); > AddColumn(Sellstop, "Sellstop"); > AddColumn(SellPrice, "SellPrice"); > AddColumn(BuyPrice, "BuyPrice"); > AddColumn(C, "Close"); > > Filter=1; > > Any help is appreciated >
