Hi Ed, ok, thank you very much. I don't have the exact code here right now, but i can try to sum up a short version from memory. I don't know the exact applystop rules i used. And also don't know the Dhigh and the Dlow rules right now, but they describe a high and a low taken from a couple hours in the morning (Dutch). I hope you can show me the loop with this data, or else i will post the code later this evening.
**************************************** timeopen = 070000; timeclose = 180000; tod = TimeNum(); inRange = tod >= timeopen AND tod <= timeclose; Dhigh = ....; DLow = ....; Buy = inRange AND Cross(High,Dhigh); Sell = 0; applystop(...); Short = inRange AND Cross(ShortStop,Dlow); Cover = 0; applystop(...); Buy = ExRem(Buy,tod==180000); Sell = ExRem(Sell,tod==180000); ********************************************** regards --- In [email protected], "Edward Pottasch" <empotta...@...> wrote: > > simplest way to do this is using loops. If you post your problem (buy, sell, > short and cover array constraints) I can show you how, > > rgds, Ed > > > > > > ----- Original Message ----- > From: chaoss45 > To: [email protected] > Sent: Wednesday, August 05, 2009 10:28 AM > Subject: [amibroker] Re: remove all excessive signals > > > Hi Mike, thanks. > > I am talking about one symbol, just take the first signal that appears and > remove all others. > Further i made a mistake in my previous postings, i said "Sell" but it > should be "Short". > So for a recap: I want to take the first signal that appears (Buy or Short) > and remove all other signals for that symbol for that day. > Right now i'm working with Exrem and got all excessive Buys and Shorts > removed, but that still leaves me with 1 Buy and 1 Short signal a day. > > How can i remove this last excessive Buy or Short signal? > > Your idea should work, but i'm not a great coder so i hope there is a > simpler way to do this. > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > Sorry, > > > > I think that I misread your question. Though, the answer is laregely the > same; you could use custom backtester. > > > > Iterate through the signals at each bar. If an open position already > exists for the symbol, reset the position size to zero for the new signal if > the date of the bar is the same as the entry date of the open position. > > > > Any attempt to use arrays outside of the custom backtester using such > approaches as flip, exrem, etc. do not take into account that some signals > simply will not get filled due to portfolio limitations. Thus, custom > backtester is the only reliable way of knowing if a position was *actually* > taken. > > > > Mike > > > > --- In [email protected], "Mike" <sfclimbers@> wrote: > > > > > > One sure fire way to do it would be to write custom backtester code > that iterated through the trade signals at each bar and simply reset the > position size to 0 for all remaining signals. > > > > > > Regardless of how you accomplish your task, if you are trading more > than a single symbol you are at risk of getting highly biased results. How do > you determine which signal occured first? If you get 3 Buys from 3 symbols on > the same bar, which one do you take? Whatever logic you use to make that > determination will bias your results. You would likely be best to select from > the 3 at random. > > > > > > Mike > > > > > > --- In [email protected], "chaoss45" <chaoss45@> wrote: > > > > > > > > > > > > Hello all, > > > > > > > > I'm trying to write code for a breakout system. > > > > Right now i have my system working (demo) but i'm having trouble to > > > > remove all excessive signals. > > > > I want to take the first Buy or Sell signal of the day, and all other > > > > signals for the day removed. > > > > For example: if the first signal is a buy signal, all other buy and > sell > > > > signals should be removed (or ignored) but i cannot do it. > > > > I tried Exrem and that is working fine only for removing the other buy > > > > or sell signals, but not for removing all the other buy and sell > > > > signals. > > > > I think it is something simple, but for some reason i do not see it. > > > > Could somebody help me with the code? > > > > > > > > > >
