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[amibroker] Sortino Ratio & Semivariance + -



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Rakesh,

Put some code up here.  Otherwise, we are going to get
mired in generalities.

Regards,
Gary
--- Rakesh Sahgal <rakeshsahgal@xxxxxxxxx> wrote:
> Gary
>  
> The way I have structured my formula is:
>  
> 1. Look for condition 1 and mark the high of the day
> condition1 occurs as trigger level..
> 2. If trigger level is crossed, only then am I
> triggered into the trade - I am using the cross
> function to determine the crossover.
>  
> Once the crossover happens the relevance of such a
> trigger is nil as an entry point. Problem is the
> formula is still remembering that trigger level. It
> forgets it alright when the next buy signal is given
> by the indicator and accepts the new trigger level.
> But if prior to a new buy signal the price gyrates
> around the earlier trigger level an arrow is
> plotted.
>  
> Some loud thinking - Is it possible to write a
> condition that says only the n=1 occurence of the
> crossover of the trigger level by the price is to be
> used? I also tried using valuewhen and couldnt make
> it work. If this is possible what function is to be
> used?
>  
> Rakesh
>  
> 
> 
> "Gary A. Serkhoshian" <serkhoshian777@xxxxxxxxx>
> wrote:
> Rakesh,
> 
> Make sure you AND your conditions to create your
> Buy,
> and that you are using the Buy to create the arrow.
> 
> Buy = Condition1 and Condition2;
> Sell = SellCondition1 and SellCondition2;
> 
> Buy = Exrem(Buy, Sell);
> Sell = Exrem(Sell, Buy);
> 
> PlotShapes(Buy * shapeUpArrow, colorgreen, 0, L);
> 
> 
> --- Rakesh Sahgal <rakeshsahgal@xxxxxxxxx> wrote:
> > I have a formula that says:
> >  
> > 1. Go long when long StochK crosses StochD and
> vice
> > versa for short.
> >  
> > 2. Trigger to be crossed for executing the trade
> is
> > close higher than the high of the crossover day
> and
> > once again vice versa for short.
> >  
> > Once a long signal is given both in terms of
> > indicator and price crossover, the value of the
> high
> > of the crossover bar is irrelevant.
> >  
> > Now the problem:
> >  
> > However what is happening is:
> >  
> > 1. Buy Trade arrow is displayed - Correctly .
> > 2. Sell Trade arrow is displayed - Correctly.
> >  
> > this is where the foul up is happening:
> >  
> > 3. When the price again crosses the level
> determined
> > in 1 an arrow is plotted even though it has no
> > relevance/significance.
> >  
> > I experimented with EXREM, but to no avail. Can
> > someone kindly point out the error in my
> > logic/coding which is causing this wrong display
> of
> > arrows to occur? 
> >  
> > TIA
> >  
> >  
> > Rakesh
> >  
> > 
> >             
> > ---------------------------------
> > Do you Yahoo!?
> > SBC Yahoo! - Internet access at a great low price.
> 
> 
> 
>       
>             
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