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--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
Thank you Jayson:
Actually, I am using exrem() but it only gets rid of excess signals
once the system has "placed the trade". My problem is that each
subsequent day that I scan, the system postpones the trade. Once it
has settled on a particular trade, I don't get further signals thanks
to exrem().
So I need 1 signal followed by 1 trade. And backtesting should use
that 1 trade to make its calculations, not the final trade that the
system finally settled on.
Any other ideas appreciated?
> Carey,
>
> Take a look at exrem() this function limits 1 buy to each sell
>
> Jayson
> -----Original Message-----
> From: cdickerm [mailto:cdickerm@x...]
> Sent: Wednesday, March 19, 2003 11:58 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Repeating Signals...
>
>
>
>
> I am getting "premature" buy or sell signals. Until after the fact
> I don't know which one the system will accept as real. The first
buy
> or sell signal generated by the formula for tomorrow's execution
will
> be followed by another buy or sell signal for the day after
> tomorrow's execution. Usually the second or third buy or sell
signal
> is the one that the system accepts as the real signal and the one
> that will get the arrow for "show actual trades" and the signal the
> software will use to backtest. Is there anything anyone can suggest
> to remedy this problem?
>
> I should just get one signal that the system accepts will be the
> actual trade and backtesting then uses just that trade in
determining
> results?
>
> Someone's help would be most appreciated.
>
> Thank you,
>
> Carey
>
>
>
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