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Peter: thanks for the reply...I will look at your suggestion.
Unchecking the "Reverse Entry signal forces exit" box seemed to clear up
the ambiguity, but then the advice was to not operate with the box
unchecked.
Ah, the subtle nuances of this amazing software.
Ken
-----Original Message-----
From: amiabilityy [mailto:amiabilityy@xxxxxxxxx]
Sent: Monday, May 05, 2003 8:58 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Buy Sell Arrows or Not?
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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