RE: [amibroker] AFL - Backtest: ExRem

["Jayson" <jcasavant@xxxxxxxxxxx>]

<SPAN 
class=397452817-17072003>Ara,
OK how 
about this.....
 <FONT 
color=#0000ff>
Buy = RSI<FONT 
size=2>(14)><FONT 
size=2>60<FONT color=#0000ff 
face=Arial>;<FONT 
color=#0000ff>
Sell = <FONT 
size=2>RSI(14<FONT 
size=2>)<20<FONT color=#282828 
size=2>;
 <FONT 
color=#0000ff>
Buy=ExRem<FONT 
size=2>(Buy,<FONT 
size=2>Sell<FONT color=#0000ff 
face=Arial>);<FONT 
color=#0000ff>
Sell=<FONT 
size=2>ExRem(<FONT 
size=2>Sell<FONT 
size=2>,Buy<FONT color=#282828 
size=2>);
 
<IMG align=baseline alt="" border=0 hspace=0 
src="gif00417.gif">
 
<IMG align=baseline alt="" border=0 hspace=0 
src="gif00418.gif">
 
<IMG align=baseline alt="" border=0 hspace=0 
src="gif00419.gif">
 
<IMG align=baseline alt="" border=0 hspace=0 
src="gif00420.gif">
 
<SPAN 
class=397452817-17072003>Perhaps I am missing your point but for this example I 
see no difference in the results only in the display...
Regards, 
Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: Ara Kaloustian 
[mailto:ara1@xxxxxxxxxx]Sent: Thursday, July 17, 2003 12:53 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
AFL - Backtest: ExRem
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 
  href="" 
  title=amibroker@xxxxxxxxxxxxxxx>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 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
   
  <FONT 
  size=2> Send BUG REPORTS to 
  bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 
  Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 
Send 
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
suggest@xxxxxxxxxxxxx-----------------------------------------Post 
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
group FAQ at: <A 
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Your use of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor


  ADVERTISEMENT 









Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html

Attachment: Description: ""

Attachment: Description: ""

Attachment: Description: ""

Attachment: Description: "Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service."