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Default Generating Buy/Sell signals accordingly...

Hello,
I need solution to two problems:

First,

sell 9
hold_sell
hold_sell
hold_sell
hold_sell
sell 8
hold_sell
hold_sell
hold_sell
take_profit 7

to calculate 9-7=2, and to ignore the second sell signal(fake signal, there can be many of them in between).

Second,

Depending on the generated BUY signal for example, to generate STOP_LOSS or TAKE_PROFIT signal in a given condition. For example to generate BUY signal at price 10 pips above the Upper Bollinger Band and depending on the generated buy signal to generate, let's say, STOP_LOSS if the difference between the last value and the BUY is -10 pips, or TAKE_PROFIT if the difference between the last value and the BUY signal is +10 pips.
To be more clear to you what I mean, is if the formulated condition generates BUY in B1 from A1, then to look for values A2-A1,A3-A1,A4-A1,A5-A1 etc until it meets the condition -10 or +10 pips(to generate STOP_LOSS or TAKE_PROFIT accordingly) and to ignore the in between BUY(fake) signals

I would be very thankful if someone wants to help me out solve this problem. I have tried many combinations without success.
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Default Generating Buy/Sell signals accordingly...

babapusy wrote:

Hello,
I need solution to two problems:

First,

sell 9
hold_sell
hold_sell
hold_sell
hold_sell
sell 8
hold_sell
hold_sell
hold_sell
take_profit 7

to calculate 9-7=2, and to ignore the second sell signal(fake signal,
there can be many of them in between).


That would scare the crap out of me. Something in the system is generating
fake buy/sell signals? What happens if those fake signals get acted upon by
someone who doesn't know they're fake?

As for the actual problem:

Sub buySellMath()
Dim buy As Boolean, sell As Boolean
c = ActiveCell.Column
For r = ActiveCell.Row To ActiveCell.End(xlDown).Row
l = Split(Cells(r, c).Value)
Select Case l(0)
Case "buy"
If Not (buy Or sell) Then
buy = True
initialvalue = l(1)
End If
Case "sell"
If Not (buy Or sell) Then
sell = True
initialvalue = l(1)
End If
Case "take_profit"
If buy Or sell Then
profitValue = initialvalue - l(1)
buy = False
sell = False
End If
End Select
Next
End Sub

Second,

Depending on the generated BUY signal for example, to generate STOP_LOSS
or TAKE_PROFIT signal in a given condition. For example to generate BUY
signal at price 10 pips above the Upper Bollinger Band and depending on
the generated buy signal to generate, let's say, STOP_LOSS if the
difference between the last value and the BUY is -10 pips, or
TAKE_PROFIT if the difference between the last value and the BUY signal
is +10 pips.
To be more clear to you what I mean, is if the formulated condition
generates BUY in B1 from A1, then to look for values
A2-A1,A3-A1,A4-A1,A5-A1 etc until it meets the condition -10 or +10
pips(to generate STOP_LOSS or TAKE_PROFIT accordingly) and to ignore the
in between BUY(fake) signals

I would be very thankful if someone wants to help me out solve this
problem. I have tried many combinations without success.




--
Booze! Not noose. That's a whole different party.
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Quote:
Originally Posted by Auric__ View Post
That would scare the crap out of me. Something in the system is generating
fake buy/sell signals? What happens if those fake signals get acted upon by
someone who doesn't know they're fake?
Fake signals can occur when either of the two (or multiple) conditions are not met. For example, there is "Buy" signal at 31% of the fast stochastic, the "STOP LOSS" is set at 24%, and the "TAKE PROFIT" at 80%. The price is oscillating around the 50% and 27% area. Neither "STOP LOSS" nor "TAKE PROFIT" is hit, but the fast stochastic reaches again 31%. That is the problem I want to solve in Excel. It needs to know if there is possibility of new "BUY" or "SELL" signal being generated before it reaches the above mentioned conditions, so to ignore it.
Thanks for the solution. Is this Addin or what? I am total dumb in programming! :))

Last edited by babapusy : April 16th 12 at 07:54 PM
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