Rich, Re: ExRem http://finance.groups.yahoo.com/group/amibroker/message/125451
Mike --- In [email protected], "foxblade2000invest" <foxbl...@...> wrote: > > Thanks Mike. > > I'm not using trade delays but I am using exrem. However, the > barssince funcion was only used to remove more complicated sell rules > to try and isolate the fault. It is still buying when the stoch is > falling or above 50 - and surely the code as is should re ruling this > out? > > You say avoid Exrem - is this in all cases or just for fixed bar > exit? Unless I'm exiting after a fixed period, is exremspan better? > > I'm really confused....:-( > > Thanks for any further advice....anyone? > > Rich > > > > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > A couple of things to consider: > > > > 1. Are you using trade delays in your AA settings? > > 2. If using BarsSince, you should probably get rid of redundancies > > first. > > 3. Avoid ExRem except for charting. Use ExRemSpan in this case (see > > doc explicitly describing how to hold for 'x' days after buy). > > http://www.amibroker.com/guide/afl/afl_view.php?id=50 > > > > Mike > > > > > > --- In [email protected], "MAVIRK" <mvirk67@> wrote: > > > > > > b = ref(stochk(3,2),-1) < 50; //and stochk(3,2) > 50; > > > > > > > > > From: foxblade2000invest > > > Sent: Friday, February 27, 2009 5:21 PM > > > To: [email protected] > > > Subject: [amibroker] simple system coding help.... > > > > > > > > > Could anyone help. > > > > > > I'm playing with the following idea. The system should buy if the > > cci > > > is above zero, the stochk has risen since yesterday and was below > 50 > > > yesterday, and the close should be above the open. > > > > > > My code is as follows; > > > > > > a=CCI(40)>0; > > > b=50>Ref(StochK(3,2),-1); > > > d=StochK(3,2)>Ref(StochK(3,2),-1); > > > e=C>O; > > > > > > Buy=a AND b AND d AND e; > > > BuyPrice=C; > > > Sell=BarsSince(Buy)==1; > > > > > > Short = 0; > > > > > > Cover = 0; > > > > > > Buy=ExRem(Buy,Sell); > > > Sell=ExRem(Sell,Buy); > > > > > > The problem is that when backtested, trades are clearly taken > when > > > the stoch if falling and was above 50 yesterday (breaking the > > rules). > > > The only rules being observed are that the cci is positive and > the > > > close is higher than the open (a and e). > > > > > > Can anyone suggest what basic mistakes I'm making? > > > > > > All contributions welcome. > > > > > > Cheers, > > > Rich > > > > > >
