[amibroker] Re: Is there any way to get the last signal (buy or sell) and the last order price?

Coolman 22.22

Thanks for your reply. I still don't get it.

I think the problem might be that i am confusing things.

If i want to use the the last price from the trading system i am working on. Do i need to create a backtest object for my system and get the previous signal and have that running on every optimization step?

For example. In something like this the TRACE will never give the BuyPrice or the SellPrice and i don't understand why because the system is giving hundreds of buys and sells.

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OptimizerSetEngine("cmae");

P1=Optimize("P1", 2,2,100,1);
P2=Optimize("P2", 4,2,100,1);

Diff=1.001

Buy=Null; #
Sell=Null;

LastBuyPrice=ValueWhen(Buy, BuyPrice,1) ;
LastSellPrice=ValueWhen(Sell, SellPrice,1) ;

_TRACE("LastBuyPrice="+LastBuyPrice+" | LastSellPrice="+LastSellPrice);

Buy=EMA(C,P1)>EMA(C,P2) or C < LastSellPrice * Diff;
Sell=EMA(C,P1)<EMA(C,P2) or C > LastBuyPrice * (1-Diff);
-------------------------------------------------------------------------------------------------

The Log Window always shows (optimizing or backtesting):

LastBuyPrice=0 | LastSellPrice=0    Formulas\Custom\Formula 2.afl    15    70    07:19:59.74
LastBuyPrice=0 | LastSellPrice=0    Formulas\Custom\Formula 2.afl    15    70    07:19:59.78
LastBuyPrice=0 | LastSellPrice=0    Formulas\Custom\Formula 2.afl    15    70    07:19:59.81
LastBuyPrice=0 | LastSellPrice=0    Formulas\Custom\Formula 2.afl    15    70    07:19:59.85
LastBuyPrice=0 | LastSellPrice=0    Formulas\Custom\Formula 2.afl    15    70    07:19:59.88

Thanks a lot for your help,

__._,_.___

Posted by: dpellon@gmail.com

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