[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Difficulty with BarsSince()...



PureBytes Links

Trading Reference Links

> From: Keith Bennett [mailto:kbennett@x...]
> Sent: Monday, October 28, 2002 11:22 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Difficulty with BarsSince()...
>
> Could someone please help me with this problem:
>
> Buy = Cross(x,y);
> Sell = Cross(y,x);
> Short = Sell; Cover = Buy;
>
> In order to survive whipsaws I want to reject Sell signals which
> occur within three bars of a Buy, and Buy signals which occur within
> three bars of a Sell.
>
> I am trying to use Barssince(Sell,3) etc. but I still have all the
> Buy/Sell signals, or none at all :-(

Hi Keith (B),

Have you tried Flip() function?
Blocking signal should be set when Buy/Sell signal is generated, and is
released after three days (use BarsSince()).

Regards,
Marek