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Removing Excess Signal, II



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In graph "DETECTION BUY-SELL" from A to C we have your
B-B-S-B-S-S combination.
Below you see removal based on AFL function and the script removal.
The solution is the same, point to point, and perhaps it is the
same thing.

/*AFL FORMULA*/
BUYD=cross(stochd(),30);
SELLD=-ref(buyd,-13);
e2=exrem(BUYD,SELLD);
graph1=e2;
graph1style=2;
graph1barcolor=5;
e1=-ref(e2,-13);
graph0=e1;
GRAPH0STYLE=2;

/*SCRIPT FORMULA*/
EnableScript("VBScript");
buy = cross(stochd(),30);
<%
N = 13 
buy = AFL( "buy" )
sell = AFL("buy") 
barssincebuy = -1
for i = 0 to UBound( buy )
sell( i ) = 0
if barssincebuy = -1 then 
if buy( i ) = 1 then 
barssincebuy = 0
end if
else
barssincebuy = barssincebuy + 1
if barssincebuy = N then
sell( i ) = 1
barssincebuy = -1
end if
end if
next
AFL("sell") = sell
%>
buy = exrem( buy, sell );
graph0=sell;
GRAPH0STYLE=2;
graph1=buy;
graph1style=2;
graph1barcolor=5;

Take a look.

Dimitris Tsokakis

P. S. Sorry for changing the happy condition
Close == HHV( close, 250 ); 
I am in a 23 months bearish market and I should wait for
years to meet such a condition.
Thank you for the example.

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<DIV><FONT size=2>Dear Jon,</FONT></DIV>
<DIV><FONT size=2>Thank you for explanation.</FONT></DIV>
<DIV><FONT size=2>As I see, in your example, buy-sell are pairs with a 5-day 
distance.<BR>If you overcome one buy, you will overcome the respective sell 
also.</FONT></DIV>
<DIV><FONT size=2>This is quite strange for me, from the trading point of 
view.</FONT></DIV>
<DIV><FONT size=2>Anyway, it is quite tempty and here is my point of 
view:</FONT></DIV>
<DIV><FONT size=2>(I just change 5 to 13, to have the series you describe, 
based</FONT></DIV>
<DIV><FONT size=2>on a real example).</FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2>In graph "DETECTION BUY-SELL" from A to C we have 
your</FONT></DIV>
<DIV><FONT size=2>B-B-S-B-S-S combination.</FONT></DIV>
<DIV><FONT size=2>Below you see removal based on AFL function</FONT><FONT 
size=2>&nbsp;and the script removal.</FONT></DIV>
<DIV><FONT size=2>The solution is the same, point to point, and perhaps it is 
the</FONT></DIV>
<DIV><FONT size=2>same thing.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>/*AFL FORMULA*/</FONT></DIV>
<DIV>&nbsp;<FONT 
size=2>BUYD=cross(stochd(),30);<BR>SELLD=-ref(buyd,-13);<BR>e2=exrem(BUYD,SELLD);<BR>graph1=e2;<BR>graph1style=2;<BR>graph1barcolor=5;<BR>e1=-ref(e2,-13);<BR>graph0=e1;<BR>GRAPH0STYLE=2;<BR></FONT></DIV>
<DIV><FONT size=2>/*SCRIPT FORMULA*/</FONT></DIV>
<DIV><FONT size=2>EnableScript("VBScript");<BR>buy = 
cross(stochd(),30);<BR>&lt;%<BR>N = 13 <BR>buy = AFL( "buy" )<BR>sell = 
AFL("buy") <BR>barssincebuy = -1<BR>for i = 0 to UBound( buy )<BR>&nbsp; sell( i 
) = 0<BR>&nbsp;&nbsp; if barssincebuy = -1&nbsp; then <BR>&nbsp;&nbsp; if buy( i 
) = 1 then <BR>&nbsp;&nbsp;&nbsp;&nbsp; barssincebuy = 0<BR>&nbsp;&nbsp; end 
if<BR>&nbsp; else<BR>&nbsp;&nbsp; barssincebuy = barssincebuy + 
1<BR>&nbsp;&nbsp; if barssincebuy = N&nbsp; 
then<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; sell( i ) = 
1<BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; barssincebuy = -1<BR>&nbsp;&nbsp; end 
if<BR>&nbsp; end if</FONT></DIV>
<DIV><FONT size=2>next</FONT></DIV>
<DIV><FONT size=2>AFL("sell") = sell</FONT></DIV>
<DIV><FONT size=2>%&gt;</FONT></DIV>
<DIV><FONT size=2>buy = exrem( buy, sell );</FONT></DIV>
<DIV><FONT 
size=2>graph0=sell;<BR>GRAPH0STYLE=2;<BR>graph1=buy;<BR>graph1style=2;<BR>graph1barcolor=5;</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Take a look.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Dimitris Tsokakis</FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2>P. S. Sorry for changing the happy condition</FONT></DIV>
<DIV><FONT size=2>Close == HHV( close, 250 ); </FONT></DIV>
<DIV><FONT size=2>I am in a 23 months bearish market and I should wait 
for</FONT></DIV>
<DIV><FONT size=2>years to meet such a condition.</FONT></DIV>
<DIV><FONT size=2>Thank you for the example.</FONT></DIV></BODY></HTML>

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