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Hello,
Yes you should use "Show arrows for actual trades" option.
By using this you don't need ExRem at all.
Please also note that green hollow (empty) arrow
marks COVERing short postion. This is what you are probably
referring to as to ApplyStop-generated buy stopping your short trade
This is so because
"Show arrows for actual trades" shows all entry/exit points
not only explicity generated by your formula but also those
generate by stops.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "wingnut_1944" <dingo@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 17, 2002 5:42 PM
Subject: [amibroker] Loosing hair over this formula!
> I'm down to just a few hairs over a problem I'm having with the
> forumla below:
>
> //---------------------------------------------------
>
> X1=Optimize("X1",20,10,20,1);
> Dbuy=Optimize("Dbuy",9,0,20,1);
> Dsell=Optimize("Dsell",1,0,20,1);
> osl = 3;
> oAvrsi = 50;
>
> ApplyStop(2,1,Optimize("Trl Stop %",10,5,10,1),0);
>
> s1=MA(RSI(X1),osl);
> AVRSI=MA(s1,OAvrsi);
> Buy = Cross( s1,AVRSI-DBuy);
> Sell = Cross( AVRSI+Dsell,s1);
>
> Short = Sell;
> Cover = Buy;
>
> //Buy = ExRem( Buy, Sell );
> //Sell = ExRem( Sell, Buy );
> //Short = ExRem( Short, Cover );
> //Cover = ExRem( Cover, Short );
>
> //---------------------------------------------------
>
> The problem is that when I back test it against the NDX-X From TC2000
> with the following settings:
>
> >From 1/1/1997 to 7/15/2002
> Initial equity: 10000
> Posisitions: Long and Short
> Peiodicity: Daily
> Commissions: percent = 0
> Buy Price: Close with delay of 1
> Sell Price: Close with delay of 1
> Short Price: Close with delay of 1
> Cover Price: Close with delay of 1
> Max loss Stop: disabled
> Profit target: disabled
> Trailing stop: disabled
> Reporting: overall summary, settings, incl out-of-market are checked
> with "Trade list with prices and pos" selected.
>
> and double click on the resultant grid I get a bunch of arrows. When
> I check against the trades in the grid versus the arrows for the year
> 2000 I see a lot of extra arrows. In reading the forum
> messages I learned that you can right click on the grid and
> select "Show arrows for actual trades" which I've done and the
> green/red arrows change. The trades on the grid now seem to match the
> arrows except that it shows a buy arrow for 7/5/2002 which is not
> listed in the grid as a trade. Coincidentally on that same date the
> short from 5/30/2002 is stopped out via the applystop. Is this
> preventing the buy? If so how can I Fix this?
>
> I read in a post (see link below) that in Version 4.0 and later that
> you're not supposed to use the ExRem function anymore.
>
> http://groups.yahoo.com/group/amibroker/message/17676?threaded=1
>
> Is that correct or should I use the ExRems? (I want to do some tests
> on a year by year basis)
>
>
>
>
>
>
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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