|
PureBytes Links
Trading Reference Links
|
<which the backtester does automatically anyway>
Dave,
I'm pretty sure that the backtester does NOT automatically do as you say.
I've spent quite a lot of time working with the backtester, and
determined that I *ALWAYS* need to perform the ExRem functions myself
in order to have absolute control over the last Buy, Sell, Short &
Cover signals.
Whether I'm right or wrong, by taking absolute control over these
signals, there is no question about the sequence of events related to
these signals.
Regards,
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx> wrote:
> Ed, I'd suggest thinking through what you intend ExRem to do for
you. All it
> does is remove duplicate signals in the same direction, which the
backtester
> does automatically anyway. Typically it's only needed when you want
to plot
> your own buy/sell arrows in an indicator.
>
> In any case, "duplicate" signals means ones without a signal in the
opposite
> direction between them, like two buys in a row without a sell in
between.
> That's why it takes two parameters -- it's about the relationship
between
> the signals in the two passed arrays.
>
> That's why Sell has to be defined in the code you sent. For useful
results,
> not just defined, as in set to zero, but set to something that
alternates in
> a meaningful way with Buy. If Sell is always zero, once a Buy
happens, there
> won't ever be a Sell to alternate with, and your output will contain
only
> that one first Buy.
>
> Make any sense?
>
> What was the original problem you were trying to solve with ExRem?
Were you
> plotting shapes or running a backtest? How were you thinking you'd
exit your
> buys?
>
> Dave
> You just need to define the sell condition, otherwise exrem is
open ended
> and undefineable
> You could try using something that is impossible (normally) like
>
> Sell = C<0;//close < zero
>
> Cheers,
> Graham
> http://groups.msn.com/asxsharetrading
> http://groups.msn.com/fmsaustralia
>
>
> Hi Graham.. Here's the code - Settings are Long.
>
> The error message is :
> ++++++++++++++++++++++++++++++++++++++++++++++++++++++++
> Buy=ExRem(Buy,Sell);
> -------------------^
>
> Variable 'sell' used without having been initialized.
>
> Line 5, Column 20:
>
> ++++++++++++++++++++++++++++++++++++++++++++++++++++++
>
> Code:
> ++++++++++++++++++++++++++++++++++++++++++++++++
> Buy = L <= Ref(LLV(L,y),-1);
>
> y=10;
>
> Buy = L <= Ref(LLV(L,y),-1);
>
> Buy=ExRem(Buy,Sell);
>
> Filter= Close > 2 AND ( Buy);
> AddTextColumn( FullName(), "Full name", 77 , colorDefault, IIf( Close
> < 10, colorLightBlue, colorDefault ) );
>
> AddColumn (Close, "Close");
>
> AddColumn (Buy, "Buy");
> +++++++++++++++++++++++++++++
>
> Thanks, Ed
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> > Ed
> > You should be able to just use it for longs only, I do.
> > Can you describe the error message, and provide the relevant code.
> >
> > Buy = ExRem(Buy,Sell);
> >
> > Cheers,
> > Graham
> > http://groups.msn.com/asxsharetrading
> > http://groups.msn.com/fmsaustralia
> >
> > -----Original Message-----
> > From: Ed [mailto:reach1136@x...]
> > Sent: Sunday, 14 December 2003 7:36 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Exrem - Buy Only
> >
> >
> > Somewhere I think I saw an example of using the ExRem function for
> a
> > long trade strategy only -
> >
> > When I try to use it, as in the AFL referenc, on a Buy/Long
> scenario
> > only, it gives me error messages.
> >
> > I did a search, but can't seem to find it. Can anyone help?
> >
> > Thanks Ed
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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 http://docs.yahoo.com/info/terms/
|