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Hi,
Indeed Dimitris presented very elegant solution to
the problem of selling
after predetermined number of bars.
It is short and does not require
scripting.
The shortest version is as follows:
buy = cross( macd(), signal() ); // or any other
buy signal
sell = ref( buy, -5 ); // sell after 5
bars
buy = exrem( buy, sell ); // this statement
effectively clears unneccessary signals
sell = exrem( sell, buy ); // so it works like a
script-based formula but it's a lot faster
The funny thing is that ExRem function was
designed exactly for that purpose,
but I went to the scripting side ;-)
Well, sometimes, the answer is simply
too obvious :-)
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dimitris
Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, August 10, 2001 7:35
PM
Subject: [amibroker] Removing Excess
Signal, II
Dear Jon,
Thank you for explanation.
As I see, in your example, buy-sell are pairs with a 5-day
distance.If you overcome one buy, you will overcome the respective sell
also.
This is quite strange for me, from the trading point of
view.
Anyway, it is quite tempty and here is my point of
view:
(I just change 5 to 13, to have the series you describe,
based
on a real example).
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<FONT
size=2> and the script removal.
The solution is the same, point to point, and perhapsit is
the
same thing.
/*AFL FORMULA*/
<FONT
size=2>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 = -1for 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 );
<FONT
size=2>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.Your use of
Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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