Amibroker: Optimize stops for multiple symbols

[amita]

Hi,

I am trying to write an AFL, where for a given strategy, I can optimize the stops for multiple symbols based on the ATR of the stock. Using DebugView, I see the program works fine for the first loop, but then the BarCount value seems to reset to some crazy number, and that throws all the other calcualtions off.

I thought BarCount would be static for a given chart. Is that not correct? Code is below. Thanks for any advice.

// Set variables
MyDefault = 1;
AtrArray = ATR(15);
MyATR = AtrArray[BarCount-1];
_TRACE("ATR = " + MyATR);
_TRACE("BarCount = " + BarCount);

if (MyATR >= 1 AND MyATR < 50)
{
MyMinStop = 1;
MyMaxStop = round(MyATR/10);
MyStopIncrement = 0.25;
MyMinTgt = 0.75 * MyATR;
MyMaxTgT = 2 * MyATR;
MyTgtIncrement = 1;
}

if (MyATR >= 50 AND MyATR < 100)
{
MyMinStop = 1;
MyMaxStop = round(MyATR/10);
MyStopIncrement = 1;
MyMinTgt = 0.75 * MyATR;
MyMaxTgT = 2 * MyATR;
MyTgtIncrement = 2;
_TRACE("Entered Function ");
}

if (MyATR >= 100 AND MyATR < 200)
{
MyMinStop = 1;
MyMaxStop = round(MyATR/10);
MyStopIncrement = 1;
MyMinTgt = 0.75 * MyATR;
MyMaxTgT = 2 * MyATR;
MyTgtIncrement = 5;
}
　
MyStopLoss = Optimize("Stop",MyDefault,MyMinStop,MyMaxStop,MyStopIncrement);

_TRACE("Max Stop = " + MyMaxStop);
_TRACE("Min Tgt = " + MyMinTgt);
_TRACE("Max Tgt = " + MyMaxTgt);
_TRACE("Stop Incr = " + MyStopIncrement);
_TRACE("MyStopLoss = " + MyStopLoss);

// Strategy
YesterdayClose = Ref(Close,-1);
GapSize = 1;
Buy = Long = Open > (YesterdayClose+GapSize);
BuyPrice = Open;
Condition1 = ApplyStop(stopTypeLoss,stopModePoint,myStopLoss,1,False,0);
Sell = Condition1 OR Close;

 

[howardbandy]

Hi Amita --

I did not check all of your code, but this statement might be causing part of the problem:

Sell = Condition1 OR Close;

In AmiBroker, logical variables are either True or False. False is exactly zero, True is anything else. Since Close is a price, it is not zero, hence True. Anything OR True is always True. So the statement above is equivalent to:

Sell = True;

Thanks,
Howard

 

[amita]

Hi Howard,

Thank for the suggestion. I tried making the last statement

Sell = Condition1;

and still got the same error. It works fine for the first iteration, but then messes up. Even if I explicitly change the MyATR statement to something like this,

MyATR = AtrArray[16];

the MyATR value changes on the second iteration of the loop. I cant figure out why...I expect this to be static throughout the Optimize loop.

Amit.