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Yes, Chuck that is what I
said
Cheers,Graham<A
href="">http://groups.msn.com/ASXShareTrading<A
href="">http://groups.msn.com/FMSAustralia
<FONT
face=Tahoma size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx] Sent: Sunday, 30 November 2003
9:25 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Cross or > ??
<FONT face=Arial color=#0000ff
size=2>G'day Graham....
<FONT face=Arial color=#0000ff
size=2>
Not
to be picky, but I think you will find that a cross gives a signal on every
instance, not just the first as you suggest.
<FONT face=Arial color=#0000ff
size=2>
In
your example, however, there won't be a second instance unless you have other
instance of High = Low. It will give a signal on every instance, but it
takes a cross back the other way to reset it. Every instance of
High = Low, although not very frequent, will immediately be followed by
another cross signal.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Graham
[mailto:gkavanagh@xxxxxxxxxxxxx]Sent: Saturday, November 29, 2003
8:04 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Cross or > ??
While we are talking of
cross and > in conditions, I did a quick check on something you
would expect to give many signals
Buy=<FONT
color=#0000ff>Cross(H,<FONT
color=#ff0000>L);
It gave signals only on
the day after the bar had zero range. (ie H=L)
So cross only gives the
first instance of the occurence.
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
8:53 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Cross or > ??
Just as an aside, Graham, when TJ implements pyramiding in
AB, it's possible to envision circumstances when you wouldn't
want to use ExRem to eliminate additional impulse signals. For example, in
the example I gave before, suppose the threshold changes every day, and
you WANT to add to your position every time H crosses above that
threshold before you get an exit signal. In that case, those additional
signals would not be unwanted, and you would refrain from using ExRem (or
Equity(1)). But that's for the future.
AV
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=gkavanagh@xxxxxxxxxxxxx
href="">Graham
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, November 29, 2003
7:33 PM
Subject: RE: [amibroker] Cross or
> ??
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
<FONT
face=Arial>
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
<DIV class=OutlookMessageHeader lang=en-us dir=ltr
align=left>-----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,
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