Re: [amibroker] AFL - Backtest: ExRem

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Jayson, I see no difference with this code...either 
arrows of test results
 
I think you have trades duration so short that no 
intterfering occurances take place
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Jayson 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, July 17, 2003 8:35 
  AM
  Subject: RE: [amibroker] AFL - Backtest: 
  ExRem
  
  <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 face=Arial 
  color=#0000ff>);
   
  <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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