I have struggled with the same issue.... can someone help - is there a solution? Larry
--- In [email protected], "janhausd" <[EMAIL PROTECTED]> wrote: > > Hi, > > I did some searching in the posts, and it looks like many people have > asked for methods to remove the extraneous signals from HighestSince > or LowestSince so that the function can return the very first signal > and not the ones which appear afterwards. > > I've tried copying the code from these two posts, using loops or loops > + global vars, or some combination of ExRem, or Flip or ExRemSpan but > I have not yet gotten it working: > http://finance.groups.yahoo.com/group/amibroker/message/117998 > http://finance.groups.yahoo.com/group/amibroker/message/72151 > > Is there a simple way to accomplish this? Otherwise, the trailing > stops don't work correctly since HighestSince is reset with each > succeeding Buy signal and vice versa for LowestSince. The below is the > code I'm looking to fix: > > --- > Buy = Signal1 & Signal2; > Short = Signal1Rev & Signal2Rev; > Buy = Ref(Buy,-1); > Short = Ref(Short,-1); > BuyPrice = O; > ShortPrice = O; > SetTradeDelays(0,0,0,0); > > sellstopline = HighestSince( Buy, High ) * STrailingStopPct; > BuyBarsSince = BarsSince(Buy == 1); > sellprofitline = Ref(BuyPrice, -BuyBarsSince) * SProfitStopPct; > sellex = sellstopline > P; > sellex2 = P > sellprofitline; > Sell= IIf(sellex,4,(IIf((sellex2),3,0))); > SellPrice = O; > > coverstopline = LowestSince( Short, Low ) * BTrailingStopPct; > ShortBarsSince = BarsSince(Short == 1); > coverprofitline = Ref(ShortPrice, -ShortBarsSince) * BProfitStopPct; > buyex = P > coverstopline; > buyex2 = coverprofitline > P; > Cover= IIf(buyex==1, 4, (IIf((buyex2),3,0))); > CoverPrice = O; > Equity(1,0); > -- >
