|
PureBytes Links
Trading Reference Links
|
Thanks for the explanation, Gary, about the difference between impulse and
state conditions. One question I have is in regard to your statement that, when
ANDing two terms, they should both be in state form. I can think of situations
where one can be in state form and one can be in impulse form. For example,
suppose you want to buy when MA1 crosses above MA2 (impulse) while the ATR(10)/C
is greater than, say, 0.03 (state). The cross statement could take place while
the ATR/C is > 0.03, and the latter could be true for a rather long time. You
certainly wouldn't want to write Buy = cross(ma1,ma2) AND cross(ATR(10)/C, 0.03)
because, as you said, that would have to take place on exactly the same day.
Rather, you'd want to write: Buy = Cross(ma1,ma2) AND ATR(10)/C>0.03. Right?
By the way, the cross statement could take place 2 days in a row if the MA1
crossed below the MA2 again the day after it crossed above MA2, then rose above
MA2 again. In that case, you would have 0000 11 0000.
Al Venosa
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Gary
A. Serkhoshian
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, November 29, 2003 5:12
PM
Subject: Re: [amibroker] Cross or >
??
Hi Joe,
Actually you ask a great question. I was fortunate to have smart
people around to explain the difference to me which is quite dramatic.
Cross(MA1, MA2) is only true on the day of the cross. This is
called an impulse signal because if you visualize it over time it would look
like 0000000 1 000000 where "1"is the day that it is true. Exrem
function also creates the impulse signal which is used to give us the
buy/sell/short/cover for our systems.
MA1 > MA2 is true as long as MA1 is greater than MA2. This is
"state" form. A way of describing this would be "OnBuy" or "ÖnSell".
When you use the Flip() function you are creating a state form as well.
In other words you are either on a buy state (1) or sell state (0).
It would look like this
000 111111111 000000 where the "1" is when the MA1 >
MA2.
So, why is this important? If you are going to "AND" two conditions
together you need to ensure that the two conditions are in state form because
typically you're wanting a situation where MA1 > MA2 and MA2 >
MA3. If the conditions are in impulse form (via Cross() ), you are
essentially saying that the two conditions must be true on the same bar for
the "AND" condition to be true. BTW, "NOT" needs state form as well for
the same reasons.
You can OR two impulse conditions together. For example
Cross(MA1,MA2) OR Cross(MA2,MA3) you are saying as long as one of the two are
true then the OR statement is true.
I could go on, but I think this should be enough to get your going.
Regards,
Garyemg_gang <joeemmett@xxxxxxxxxxx> wrote:
<BLOCKQUOTE class=replbq
>Is
it proper to use the "Cross" statement in a BUY statement or the >
symbol. I have been using these interchangeable, but it appears I
should not!Buy = Cross(MA(C,30),MA(C,50));Buy = MA(C,30)
> MA(C,50);I was doing some optimization for MA and found a
difference in returns between using the "Cross" or the '>'!I
would have thought they would be the same since they both buy when the
30 day is greater than the 50 day!Could someone tell me which one is
correct and if you have time WHY!Thanks,
JoeSend BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.ya!
hoo.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.
Do you Yahoo!?<A
href="">Free
Pop-Up Blocker - Get it now
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.
<BLOCKQUOTE
><FONT
face="Courier New">---Outgoing mail is certified Virus
Free.Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).Version: 6.0.543
/ Virus Database: 337 - Release Date:
11/21/2003
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
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|