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Hi Graham,
You dont mention how you would prefer to handle the situation but one
solution might be to add a qualifer to your trade signals. Without knowing
how you calculate your signals, I'm guessing that the code below would skip
the buy/sell altogether in such cases, but I don't know if that is what you
had in mind.
Buy = H > Ref(EntrySigPrice,-1) AND L > Ref(kr5cturn,-1);
Sell = Ref(kr5cturn,-1) > L AND Ref(EntrySigPrice,-1) > H;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Steve
----- Original Message -----
From: "Graham" <gkavanagh@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, September 08, 2004 9:42 PM
Subject: [amibroker] Low/Highs crossing values
>I have s system that works off the bar high and lows crossing values for
> signals. But I get problems when the Cross does not work. This often
> happens
> if I get a spike bar that provides the buy signal from the high crossing
> the
> buy price, but the low of that bar is below the sell price. The next bar
> pulls back with that bar's low below the sell price as well. However I do
> not get a sell signal with the Cross function as the low was already
> previously below the sell price. I am using straight L<Price and H>Price
> together with exrem, but this is not really satisfactory to me as I can
> not
> get any actual intermediate signals.
>
> Here is what I am using
> A screenshot is in the AB forum
> http://www.amibroker.org/boards/viewtopic.php?p=2366#2366
>
>
> Buy = H > Ref(EntrySigPrice,-1);
> Sell = Ref(kr5cturn,-1) > L;
> Buy=ExRem(Buy,Sell);
> Sell=ExRem(Sell,Buy);
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
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