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Ken this may not be the answer,
But what i have noticed is if in a backtest, (depending on youre buy
and sell conditions), and using exrem on the buy and sell statements,
Ami sometimes (WHEN ALREADY IN A TRADE),will buy again on the same
bar as a sell.
So it has placed a second buy when already in as trade.
(see message 39646)
when checking the chart the arrows on this bar looks like a
completed trade of a buy entry and sell exit on the same bar.
But it is actualy a sell from the previous buy, and a new buy
placed on the same day of the sell.
Then the sell after this looks like a sell arrow out of nowhere.
I dont know why ami does this, but i had posted messages about this
unusual occurance as i thought it was important, but had no replies.
Doesnt anyone think it is unusual to place a buy on the same day as
a sell, if already in as trade,
To get the same results as the ami backtest i would need to place
the same amount of equity as i have in the trade, at the open, e.g.
$20,000,
then at the close sell the first $20,000.
Then sell again at the next sell signal.
To test if the arrows are caused by a buy and sell being triggered
on the same day use this formula below
Buy=Cross(C,MA(C,20));
Sell=Cross(C,MA(C,2));
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Run a backtest and look through the buy and exit dates until you
find a sell date that has the same buy date on the next row down.
note the date ,
then show arrows for all trades ,
Check the chart arrows to see if this is similar to the prob you
have.
Peter.
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> Still another basic question based on a puzzling observation: I
thought
> that all trades had to have or show corresponding trade arrows on
the
> price chart when using either Raw Signals or Actual Trades.
>
> If I have a long and later exit by Selling, then the Price Chart
will
> show a Long (Solid green up arrow) followed by a Sell (Solid Red
Down
> Arrow).
>
> I did not think I could see a trade arrow without its corresponding
exit
> or close trade arrow. In other words, every Buy arrow must be
followed
> by a Sell Arrow (even if a Short arrow is on the same bar). Every
Short
> Arrow must be followed by a Cover arrow, even if a Buy arrow is on
the
> same bar.
>
> As I have been implementing exact trade arrows (including
Applystops)
> within Indicator Builder to match what is in the Price chart, I have
> come upon many cases of a trade being reversed **WITHOUT** a
> corresponding trade arrow being shown.
>
> The attachments gives an example. The AA results grid shows the
trade
> being exited but there is no corresponding exit trade arrow. At
other
> times there is a paired comparison on entering and exiting the trade
> (whether long or short).
>
> Is this an inconsistency in the program or is there a minute rule
that
> dictates when these arrows are "paired up" and when they are not.
My
> Plotshape arrows follow the same "anomaly", that is, they match the
Raw
> Signals arrow for arrow.
>
> I suspect some twist in the Equity(1) routine, but who knows?
>
> Ideas?
>
> Ken
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