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Thanks for the reply Tomasz!
Yes, I did notice the hollow green arrow but there is also a solid
green arrow there also. Doesn't this mean that a long position is
indicated? If so why isn't this long in the grid?
I'm just not understanding this at the moment..
dale
--- In amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> 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@xxxx>
> 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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