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Have you tried adding... Equity(1) to your formula..
cdickerm wrote:
> --- 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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