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--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Just REMOVE this line:
> buy = cover;
>
> and replace it with correct condition.
There could be lots of bars that satisfis that condition, but
Beachie wanted to know if the stock is really covered. Some of them
may not because there's no short before that.
I guess exrem(short, cover); exrem(cover, short) might do it?
Even that doesn't gurantee in a multi-position backtesting. Anyway
to know if it is really executed during backtesting? Thanks.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Beachie" <beachie41@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, September 13, 2004 9:40 PM
> Subject: [amibroker] Buy = Cover - how to eliminate false signal?
>
>
> >
> > Hi,
> > what I'm trying to do is to initiate a "Buy" when a Short has
been closed by "Cover".
> > The code assigned to "Cover" on itself is simple & occurs
frequently:
> > Cover = H > Ref(H,-2)AND L > Ref(L,-2);
> >
> > The "Buy = Cover" generates Buys for *all* instance of Cover.
What I want is a Buy only to
> > occur if the last instance of Cover was to close a Short, not
just when "H > Ref(H,-2)AND
> > L > Ref(L,-2)" is true
> > Thnaks!
> >
> >
> >
> >
> > 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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