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TJ,
Here are samples from the explorations and backtest.
The explorations and backtest are set to a delay of zero and exit on
same bar is ticked.
This exploration result uses exrem for buy and sell,
1) why does exrem cancel the sell on the 920309 and not allow
a buy and sell on the same bar, there was no previous buy signal.
2) as in a backtest, on the 920424 there was a buy
on the 920504 there was a sell,
it placed a buy again on the 920504, before a sell as the buy is open
and sell is close,
and sold this on 920507
I assume this makes it impossible to have the buy and sell dates and
other data to be placed in the 1 row of an exploration, if using
AddColumn(IIf(sell,ValueWhen(Buy,Ref(DateNum(),0),1),0),"buydate",1);
AddColumn(IIf(Sell,ValueWhen(Sell,Ref(DateNum),0),1),0),"selldate",1);
since it wont be able to differentiate what the actual true buy date
was when a buy is placed when in a buy.
I have placed B's and S's in the exrembuy and exremsell columns
B for buys and S for sells
buy sell exrembuy exremsell buydate selldate
1 1 B1 0 920309 0
0 1 0 S1 0 920313
1 0 B1 0 920323 0
0 1 0 S1 0 920327
1 0 B1 0 920413 0
1 1 0 S1 0 920421
1 1 B1 0 920424 0
1 1 B1 S1 920504 920504
0 1 0 S1 0 920507
1 0 B1 0 920529 0
0 1 0 S1 0 920603
The exploration below uses the exrem at the buy but NOT at the sell.
It will buy and sell on the same bar, if its not in a buy,
or buys and sells on separate bars.
Does not place a new buy on the same bar on the sell day if in a
trade.
( this seems more realistic to me).
buy sell exrembuy exremsell buydate selldate
1 1 B1 S1 920309 920309
1 0 B1 0 920323 0
0 1 0 S1 0 920327
1 0 B1 0 920413 0
1 1 0 S1 0 920421
1 1 B1 S1 920424 920424
1 1 B1 S1 920504 920504
1 0 B1 0 920529 0
0 1 0 S1 0 920603
below are the ami back test results, dates only.
buy sell
Date Ex. date
3/9/1992 3/13/1992 sell on 3/9/1992, not triggered.
3/23/1992 3/27/1992
4/13/1992 4/21/1992
4/24/1992 5/4/1992 sell on the 5/4/1992
5/4/1992 5/7/1992 buy again on the 5/4/1992
5/29/1992 6/3/1992
6/10/1992 6/12/1992
6/12/1992 6/25/1992
below is the exploration code, (have tried numerous codes),
Thomas I hope this is the correct way to code using equity(1) as
you posted in the previous post.
all delays set to zero and tick allow exit on same bar.
buy is open sell is close.
//ApplyStop(0,0,0,0,0);
Buy=Cross(C,MA(C,20));
Sell=Cross(C,MA(C,2));
AddColumn(Buy,"buy ");//buycolumnno exrem
AddColumn(Sell,"sell ");//sellcolumn no exrem
//Short =
//Cover =
//Buy=ExRem(Buy,Sell);//uncomment to test using exrem
//Sell=ExRem(Sell,Buy);//uncomment to test using exrem
AddColumn(Buy,"exrembuy ");//exrembuycolumn
AddColumn(Sell,"exremsell ");//exremsellcolumn
Equity(1);
Filter=Buy OR Sell;
AddColumn(IIf(Buy,ValueWhen(Buy,Ref(DateNum(),0),1),0),"buydate",1);
AddColumn(IIf(Sell,ValueWhen(Sell,Ref(DateNum
(),0),1),0),"selldate",1);
below is the backtest code.
Buy=Cross(C,MA(C,20));
Sell=Cross(C,MA(C,2));
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Peter.
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