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<SPAN
class=954244711-14122003>Are you saying that you've actually seen the backtester
take more than one consecutive buy or sell on the same stock in a row, without
an intervening opposite signal?!? I haven't, ever. I suppose it's possible I
didn't notice a rare exception, but I bet someone would have.
<SPAN
class=954244711-14122003>
<SPAN
class=954244711-14122003>Or maybe you've seen the backtester take a signal other
than the first of consecutive signals in the same direction? That I'm less
certain I haven't seen, but I am quite sure I'd call that a bug. Is that not so?
Can you point me to somewhere in the docs or something Tomasz has said that
indicates otherwise? Where ExRem-ing trade signals is said to be *required*
for proper operation? I'd think that would be an important piece of info to
mention, say, in the docs for ExRem.
<SPAN
class=954244711-14122003>
<SPAN
class=954244711-14122003>One piece of evidence that the backtester does this,
and is supposed to, is in the docs for the Equity function, describing the
behavior of Flag (1st parameter) value 1:
<SPAN
class=954244711-14122003>
<FONT
color=#0000ff size=2>"works as 0 but additionally updates buy/sell/short/cover
arrays so all redundant signals are
removed exactly as it is
done internally by the backtester plus all exits by stops
are applied so it is now possible to visualise ApplyStop()
stops."
<SPAN
class=954244711-14122003>
<SPAN
class=954244711-14122003>Dave
<BLOCKQUOTE
><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, anddetermined that
I *ALWAYS* need to perform the ExRem functions myselfin order to have
absolute control over the last Buy, Sell, Short &Cover
signals.Whether I'm right or wrong, by taking absolute control over
thesesignals, there is no question about the sequence of events related
tothese signals.Regards,Phsst--- In
amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx> wrote:>
Ed, I'd suggest thinking through what you intend ExRem to do foryou. All
it> does is remove duplicate signals in the same direction, which
thebacktester> does automatically anyway. Typically it's only
needed when you wantto plot> your own buy/sell arrows in an
indicator.> > In any case, "duplicate" signals means ones
without a signal in theopposite> direction between them, like two
buys in a row without a sell inbetween.> That's why it takes two
parameters -- it's about the relationshipbetween> the signals in
the two passed arrays.> > That's why Sell has to be defined in
the code you sent. For usefulresults,> not just defined, as in set
to zero, but set to something thatalternates in> a meaningful way
with Buy. If Sell is always zero, once a Buyhappens, there> won't
ever be a Sell to alternate with, and your output will containonly>
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'dexit
your> buys?> > Dave> You just need to
define the sell condition, otherwise exrem isopen
ended> and undefineable> You could try
using something that is impossible (normally) like>
> Sell = C<0;//close < zero>
> Cheers,> Graham> <A
href="">http://groups.msn.com/asxsharetrading>
<A
href="">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> > <A
href="">http://groups.msn.com/asxsharetrading>
> <A
href="">http://groups.msn.com/fmsaustralia>
>> > -----Original Message----->
> From: Ed [mailto:reach1136@xxxx]> > 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
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