RE: [amibroker] Is there a "Bars Since Entry" Function ?

["Herman van den Bergen" <psytek@xxxxxxxx>]

Thanks 
Owen, however note that i used Equity(1) in my code which removes all redundant 
signals. This code will use exactly the same signals as are used in the 
backtester... so i think it should work OK without ExRem() or other logic. 
Please correct me if i am wrong.
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<FONT face=Arial color=#0000ff 
size=2>herman.
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  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Owen Davies 
  [mailto:owen5819@xxxxxxxxxxxx]Sent: Thursday, June 17, 2004 10:23 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
  Is there a "Bars Since Entry" Function ?Herman van 
  den Bergen wrote:> The easiest way to determine trade profits is to 
  sample the equity > curve as created by AB. For example:>  
  > // your system here....(the following code untested)> 
  E=Equity(1);> LongEntryEquity = valuewhen(ref(Buy,-1),E);> 
  LongExitEquity = valuewhen(ref(Sell,-1),E);> LongTradeProfit = 
  valuewhen(ref(sell,-1), LongExitEquity-LongEntryEquity);> 
  Plot(LongTradeProfit,"LTP",1,1);Note that you will need 
  ExRem(Buy,Sell) and ExRem(Short,Cover) statements if your technique 
  involves the possibility of repeated entry signals before the exit, or the 
  ValueWhen() statement will wind up referring to the most recent signal, 
  rather than the one on which you entered.I have plead with Tomasz 
  to give us a BarsSince(Entry) function intermittently for several years 
  now.  ExRem() and ExRemSpan() will do the job between them.  I 
  believe Tomasz was kind enough to provide ExRemSpan() specifically to 
  solve a problem I had, and I am profoundly grateful to him; customer 
  service doesn't get any better than that.  However, there are still 
  situations in which the logic of repeated signals becomes so convoluted 
  that I lose track and waste endless hours trying to be sure I've accounted 
  for all the variations--and then am never quite sure that I have 
  succeeded.  BarsSince(Entry) would eliminate that problem.For 
  an illustration, try implementing the classic Larry Williams volatility 
  breakout entry and bailout exit.  Enter when the price rises or falls 
  from the Open by a set fraction of the previous day's range.  Exit on 
  the first profitable Open after a delay of one or more bars.  This 
  frequently produces repeated entry signals before the exit, and often 
  gives a new signal on the exit day; it gets complicated enough to give you 
  the idea.  This can be solved using ExRem() and ExRemSpan(), but the 
  code would be cleaner with a BarsSince(Entry) function.Owen 
  DaviesCheck AmiBroker web page at:<A 
  href="">http://www.amibroker.com/Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  


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