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<SPAN
class=170380616-24032001>Ooops... David, I'm s<FONT face=Arial
color=#0000ff size=2>orry.
<SPAN
class=170380616-24032001>
<SPAN
class=170380616-24032001>fromEntry = barssince (lgentry);fromExit =
barssince (lgexit);
So the
whole code fragment is:
<SPAN
class=170380616-24032001>
<SPAN
class=170380616-24032001>fromEntry = barssince (lgentry);fromExit =
barssince (lgexit);
<SPAN
class=170380616-24032001>inlgtrd = IIF (NOT (cum (lgentry) > 0), 0, IIF (NOT
(cum (lgexit) > 0), 1, IIF (fromEntry < fromExit, 1, IIF (fromEntry >
fromExit, 0, // If Entry and exit happen at the same
day // If was in trade before, exit the trade //
Else (was not in trade) If the market closed above open (i.e. the low was done
before the high), consider in long trade // Else ( closed below
open ), consider entry and exit at the same day and not in trade
IIF (ref (fromEntry < fromExit, - (lastvalue (barssince (lgentry)) + 1)),
0,IIF (close > open, 1, 0))))));
<SPAN
class=170380616-24032001>Regards,
<SPAN
class=170380616-24032001>Dima.
<FONT face=Tahoma
size=2>-----Original Message-----From: David Holzgrefe
[mailto:dtholz@xxxx]Sent: Friday, March 23, 2001 11:35
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
buy sell signals
Thanks Dima ..well over my head :)
-- IIF (fromEntry < fromExit, 1, IIF
(fromEntry > fromExit, 0, IIF (ref (fromEntry
< fromExit, - (lastvalue (barssince (lgentry)) + 1)), ---
how do u define the fromEntry and fromExit
?
<BLOCKQUOTE
>
Original Message -----
<DIV
>From:
Dima
Rasnitsyn
To: <A title=amibroker@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx; <A
title=tj@xxxx href="">'Tomasz Janeczko'
Sent: Saturday, March 24, 2001 2:55
PM
Subject: RE: [amibroker] buy sell
signals
<FONT face=Arial color=#0000ff
size=2>David,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>I'm using the following code to filter out extra buy/sell
signals:
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>lgentry = xxx; // Signals to open long position
<FONT face=Arial color=#0000ff
size=2>lgexit = xxx; // Signals to exit from long
position
//
inlgtrd = 1 when in long, 0 otherwise; 'cum(lgentry)>0' and
cum(lgexit)>0 are necessary to
//
filter out the cases when lgentry or lgexit is undefined, i.e. '{empty}'.
These expressions will be
//
replaced by ' lgentry != {EMPTY}' and 'lgexit != {EMPTY}' once Tomasz
implements that.
<FONT face=Arial color=#0000ff
size=2> // If Entry and exit happen at the same
day // If was in trade before, exit the
trade // Else (was not in trade) If the market closed above
open (i.e. the low was done before the high), consider in long
trade // Else ( closed below open ), consider entry andexit
at the same day and not in tradeinlgtrd = IIF (NOT (cum (lgentry)>
0), 0, IIF (NOT (cum (lgexit) > 0), 1,
<FONT face=Arial color=#0000ff
size=2> IIF (fromEntry < fromExit, 1, IIF (fromEntry >
fromExit, 0, IIF (ref (fromEntry < fromExit, -
(lastvalue (barssince (lgentry)) + 1)), 0,IIF (close > open, 1,
0))))));lgexit = IIF (ref (inlgtrd, -1) > inlgtrd, 1, 0);lgentry
= IIF (CUM (lgentry) < 1, 0, IIF (CUM (lgentry) == 1,
lgentry, ref (inlgtrd, -1) < inlgtrd));
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Note: I'm using lgentry/lgexit rather then buy/sell to separate
entering/exiting long trade from exiting/entering a short
one.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Regards,
<FONT face=Arial color=#0000ff
size=2>Dima.
<FONT face=Tahoma
size=2>-----Original Message-----From: David Holzgrefe
[mailto:dtholz@xxxx]Sent: Friday, March 23, 20013:55
PMTo: Tomasz Janeczko;
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] buy sell
signals
Hi all Tomasz is there a way to filter out
buy sell signals if there is already an open signal
eg if buy condition meet don't printnew
signal ?
thanks DavidYour use
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