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Hello!
Is it possible to get "clean", i.e. filter out repetative buy/sell
signals in AFL?
The following is an example of what I'm trying to achieve:
buy : { 1, 0, 0, 0, 0, 0, 1, 1, 0 }
sell: { 0, 0, 1, 0, 1, 1, 0, 0, 1 }
I need to get the following vectors:
realbuy: { 1, 0, 0, 0, 0, 0, 1, 0, 0}
realsell:{ 0, 0, 1, 0, 0, 0, 0, 0, 1}
Is it possible to od this in AFL?
Thanks in advance,
Dima.
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