RE: [amibroker] AFL - Backtest: ExRem

["Jayson" <jcasavant@xxxxxxxxxxx>]

<SPAN 
class=127461214-17072003>Ara,
 
<SPAN 
class=127461214-17072003>Running this very simple code...
<SPAN 
class=127461214-17072003> 
<FONT 
color=#000000> 
Buy = C>Ref(C,-1<FONT 
color=#0000ff>);<FONT 
size=2>
Sell = C<FONT 
face=Arial><Ref(C,-1<FONT 
color=#282828>);
 <FONT 
color=#0000ff>
Buy=ExRem(Buy,Sell<FONT 
color=#0000ff>);<FONT 
size=2>
Sell=ExRem(Sell<FONT 
face=Arial>,Buy<FONT color=#0000ff 
face=Arial>);
 
<SPAN 
class=127461214-17072003>I see the very same results in  terms of P/L if I 
comment out the exrems or leave them in place. With exrem in place I can double 
click the report and see the trade arrows reflect actual trades only. with exrem 
commented out I see "Raw Signals" displayed. How are you seeing the results 
change?
 
Regards, 
Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: Ara Kaloustian 
[mailto:ara1@xxxxxxxxxx]Sent: Thursday, July 17, 2003 2:45 
AMTo: Ami-MainSubject: [amibroker] AFL - Backtest: 
ExRem
I was under the impression that ExRem commands 
simply eliminate extra trade signals that the backtester automatically hadles, 
so the usefullness of these commands was to remove extra trade pointer arrows 
from chart.
 
I am using
 
Buy = BuyCommand;
Sell  = Sell Comman;
 

Buy = ExRem<FONT 
size=1>(Buy,Sell);
Sell = ExRem<FONT 
size=1>(Sell,Buy);
Using / Removing these commands do affect the test 
results.
Would someone explain exactly what they 
do?
 
Thanks
Ara
 
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