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Yes it would be possible to
get consecutive signals, and that is why you would use something like
Exrem(Buy,Sell) to remove the additional
unwanted signals
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 8:27
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Cross or > ??
Yes, Graham, you are right. An ma would first have to cross above another
ma on one bar, signalling the buy, then cross below on the next bar, then
cross above again the bar after that. That would give you 000 101 000. I used
the wrong example. An example where an impulse cross could occur on 2
consecutive bars would be when H crossed above a certain numerical threshold,
signalling a buy, then on the next bar, the price could open below that
threshold and the H could again cross above the threshold again. In that case,
you could get 2 buy signals on 2 consecutive bars using an impulse signal.
Thanks for pointing out my error.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=gkavanagh@xxxxxxxxxxxxx
href="">Graham
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, November 29, 2003 7:17
PM
Subject: RE: [amibroker] Cross or >
??
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
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