Hi all,
Whenever I get to the point of thinking I understand Exrem(),the
backtest results prove me wrong....I think it has something to do
with my interpertation of this definition from the manual
"removes excessive signals:
returns 1 on the first occurence of "true" signal in Array1
then returns 0 until Array2 is true even if there are "true" signals
in Array1 "
here is my test code.
Buy=Cross(Close,MA(Close,21));
Sell=Cross(MA(Close,200),Close);
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
PositionSize=-10;
//PositionScore=100-RSI();
ApplyStop(0,1,Optimize("maxstop",1,2,26,2),2,False,1);
It is clear from my backtests,that AMI ignores the first buy signal
until the Sell criteria is met.As array1 is my Buy MA cross,I would
have expected to be long on the very first MA cross(array1 =1) and
then it would be reset to zero and no buy signals could be taken
until array2=1(close crosses below Ma).By the user manuals
definition,I should be long on the first occurence,and it is not
happening.I thought that should I be stopped out to due a max loss
stop,all Buy signals would be ignored until my "SELL" criteria is
met...
Would someone simply explain what Exrem() does,and what the logic
is?? Why is it ignoring the first buy signals until the Sell
criteria is met??As far as I can tell,the definiton should be...
"returns 0 on the first occurence of "true" signal in Array1
until Array2 is true even if there are "true" signals in Array1 "
Can someone plaease lead me from the path of darkness???
Just checking...In AA under the range options,am I correct that for
the selection of N last days,DAYS is calender days and not trading
days.So N=252 is NOT 1 year of data.This seems to be my finding when
i select the range option and use a 1 year range to verify...
How do I simply click on a trade in AA and have a chart pop up??
Any and all help welcome
Allan
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
