Hi Dave,
If you want to see the results of the operation, use AddColumn along with Filter = 1;
Filter = 1;
...Set Buy and Sell arrays...
tradePrices = ValueWhen(Buy OR Sell, BuyPrice, 2);
AddColumn(tradePrices, "Price of last buy or sell");
Use the Explore button with this code to see the values being returned
by ValueWhen() above.
If you then want to write code which modifies your buy/sell arrays based on previous buy/sell prices, you can compare current prices to tradePrices. Whether you use a loop or an IIF() would depend on how
sophisticated your operation is. For something simple like adding new signals to the array you could use an IIF() like this,
buy = IIF(C < 0.99*tradePrices, True, buy);
sell = IIFC > 1.01*tradePrices, True, sell);
For more complicated things, you can write a loop,
for (bar = 0; bar < BarCount, bar++) {
,,,,business logic comparing
... sell[bar], buy[bar] and tradePrices[bar]
}
For the most complicated things with more introspection of
past trade results, you would need to write a low-level custom
backtester, which is described in the documentation.
Does this get at your questions?
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Posted by: rosenberggregg@yahoo.com
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