AFL Template Question

[JulianCohen]

So remove it from the looping completely?

[SaidBitar]

Code:

//=================================================================================
//Entry and Exit Signals
//=================================================================================

Cond1 = L < Ref(L,-1); Cond2 = BullDB > ClsSt;
Cond3 = H < SMA; Cond4 = C > SMA;
Cond5 = OptFilt AND IndexUp AND UniverseFilter AND HDBFilter; //All the optional filters

OnLastTwoBarsOfDelistedSecurity = BarIndex() >= (LastValue(BarIndex()) -1) AND !IsNull(GetFnData(“DelistingDate”));
OnSecondLastBarOfDelistedSecurity = BarIndex() == (LastValue(BarIndex()) -1) AND !IsNull(GetFnData(“DelistingDate”));

BuySetUp = Cond1 AND Cond2 AND Cond3 AND Cond5;
Buy = Ref(BuySetUp,-1);
BuyStop = H + 0.01;
SellStop = L – 0.01;

LE = Ref(BuySetUp,-1) AND H >=Ref(BuyStop,-1) AND NOT OnLastTwoBarsOfDelistedSecurity;
//————————————————————————–
//MCS code part 2
if(MCP)
LE = LE && Random()*100>=MCP;
//————————————————————————–

LEPrice = Max(Open,Ref(BuyStop,-1));

LEx = C > SMA;
LIS = SellStop;

//=================================================================================
//Looping
//=================================================================================
Buy = 0;
Sell = 0;
PriceAtBuy = 0;
LBIT = 0;
LStop = 0;
//=================================================================================
for (j = 1; j < BarCount; j++) { if (PriceAtBuy==0 AND LE[j]) { Buy[j] = True; PriceAtBuy = LEPrice[j]; BuyPrice[j] = LEPrice[j]; LStop = LIS[j-1]; if (LBIT[j]>1 AND L[j] <= LStop) { Sell[j] = True; SellPrice[j] = LStop; PriceAtBuy = 0; } } else if (PriceAtBuy > 0)
{
LBIT[j] = LBIT[j-1]+1;

if (LBIT[j]>1 AND L[j] <= LStop) { Sell[j] = True; SellPrice[j] = LStop; PriceAtBuy = 0; } if (LBIT[j]>1 AND LEx[j-1])
{
Sell[j] = True;
SellPrice[j] = Max(Open[j],SMA[j-1]);
PriceAtBuy = 0;
}
}
}

[SaidBitar]

the problem with in market stop is that mainly on the entry bar you will not know what is triggered first. For example if you have a bar outside the previous bar it means Higher H and Lower Low, so which one is first.

[JulianCohen]

Thanks Said so much…it’s 95% there now. I should be able to tweak the rest. Appreciate the help VERY much. I was getting a massive headache!

[SaidBitar]

hehehe

glad to help

[SaidBitar]

here are the stuff that i changed and the reason

LIS = SellStop;

no need for all the other stuff

LStop = 0;
it should not be null so i changed it to zero

LStop = LIS[j-1];
initiate the value

[JulianCohen]

It always makes sense when you know how to do it

You have been a great help. Thank you

[Author]

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