Hi Howard Thanks for the suggestions. I've tried this but the difficult part comes with the sell signals.
How can I make sure that a position entered with BuySig1 is only sold with SellSig1 and not SellSig 2, even if Cond6>Cond7 is no longer valid (ie Cond6<Cond7)? Is it possible to relate Buy and Sell signals? eg if buy=BuySig1, sell=SellSig 1 Regards Haders Ps I note and am aware that the examples are not impulse signals. --- In [email protected], "Howard B" <[EMAIL PROTECTED]> wrote: > > Hi Haders -- > > Here is a code snippet that combines two signals. > > Beware -- Perhaps you intentionally chose examples with very little meaning, > but your examples are computing levels or states, > rather than impulses. > > Compare these two statements: > C>MA(C,5); gives a state -- it is true on every bar where C is > MA(C,5) > Cross(C,MA(C,5)); gives an impulse -- it is true on those few bars where C > is > MA(C,5), but C was <= MA(C,5) on the previous bar. > > // TwoBuyConditions.afl > // > > Cond6 = LinearReg( Foreign( "^RUT", "Close" ),100); > Cond7 = Ref( LinearReg(Foreign( "^RUT", "Close" ),100),-1); > > BuySig1 = C>EMA(Close,100); > BuySig2 = RSI(2)<2; > > //Essentially,if Cond6>Cond7 I wish to use Buy/Sell Signal #1. > //if not use Buy/Sell Signal 2. > > Buy=IIf(Cond6>Cond7,BuySig1,BuySig2); > > Thanks, > Howard > www.quantitativetradingsystems.com > > > On 11/6/07, haders2003 <[EMAIL PROTECTED]> wrote: > > > > Hi > > > > I'm trying to implement a system which uses different Buy/Sell rules > > depending on the condition of a certain indicator. I'm using a 100 > > period linear regression of the Russell 2000 as this indicator. > > > > Cond6 = LinearReg( Foreign( "^RUT", "Close" ),100); > > Cond7 = Ref( LinearReg(Foreign( "^RUT", "Close" ),100),-1); > > > > Buy=C>EMA(Close,100);//Buy signal 1 > > Sell=C<EMA(Close,100);//Sell signal 1 > > > > Buy=RSI(2)<2;Buy signal 2 > > ApplyStop( stopTypeNBar, stopModeBars,4 );//Sell signal 2 > > > > Essentially,if Cond6>Cond7 I wish to use buy/sell signal #1. If not > > use Buy/Sell signal 2. > > > > Have tried IIF Function as well as if-else loop, but no luck so far. > > > > Any help would be appreciated > > > > Regards > > > > Haders > > > > > > >
