|
PureBytes Links
Trading Reference Links
|
Al you are right that you
can have the cross and > for different conditions within a single
signal.
But I think you would find
it impossible to get 2 crosses in consecutive bars. It would not be possible to
get a cross below, then a cross above for the same bar for a simple MA. It
would take a bar to cross below, then another to recross above. I say bars,
not days, as this would apply to any timeframe.
Cheers,Graham<A
href="">http://groups.msn.com/ASXShareTrading<A
href="">http://groups.msn.com/FMSAustralia
<FONT
face=Tahoma size=2>-----Original Message-----From: Al Venosa
[mailto:advenosa@xxxxxxxxxxxx] Sent: Sunday, 30 November 2003 7:52
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Cross or > ??
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:
<A title=serkhoshian777@xxxxxxxxx
href="">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:
11/21/2003Send
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
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|