I agree with Graham and the Equity
function removes excess signals as does ExRem with the added benefit of not
changing the values of your Sell/Cover signals (ExRem makes them all 1's
whereas as StopLoss == 2, a profitStop == 3, etc).
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Graham
Sent: Thursday, October 12, 2006
18:25
To: [email protected]
Subject: Re: [amibroker] Re: ExRem
and Short/Cover
Signals
are just signals, that have a bar complying with your conditions. You will get
results of these in a scan and on the chart, but a backtest will ignore them.
One way to remove surplus signals is to use the equity function, just add this
before your plot statements, and after the trade conditions.
Equity(1,0);
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 13/10/06, Charles J. Dudek <[EMAIL PROTECTED]> wrote:
Terry,
thanks for the reply. In my code I'm using:
Sell=ExRem(Sell,Buy);
Buy=ExRem(Buy,Sell);
Cover=ExRem(Cover,Short);
Short=ExRem(Short,Cover);
The problem I'm having is generating a series of signals like sell,
short, sell, short, without a previous buy or cover signal and I don't
understand how that could happen. I've tried different combinations
like exrem(Buy,sell+cover), for example, and I'm still getting signals
that don't make sense. Any idea how to fix that or are there any
programs that include different short/cover signals that I could copy?
Chuck
--- In [email protected] ,
"Terry" <[EMAIL PROTECTED]> wrote:
>
> It doesn't matter if Sell = Short, or not. All the function does is
> remove redundant signals AFTER Buy/Sell/Short/Cover has been processed.
> This way you can PlotShapes using Buy/Sell/Short/Cover and you will only
> see the signals you would take.
>
> Buy = ExRem(Buy,Sell); //Removes redundant Buy signals
> Sell = ExRem(Sell,Buy); //Removes redundant Sell signals.
> Do the same for Short,Cover
> --
> Terry
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