Re: [amibroker] Exrem and Equity

["ed nl" <ed2000nl@xxxxxxx>]

Graham,

I tested your code (changed some colours). I get exactly what one would expect. See all the arrows. Clearly the exit price falls because of  Cross( Exit, C ); So when the exit line crosses above the close you sell (or when the close crosses BELOW the exit line).

I don't understand why you wouldn't see the arrows. I use the latest beta version and no problems,

rgds, Ed


SetBarsRequired(10000,10000);
Buy  = Day()%5==0;
Exit = HighestSince( Buy, H-3*ATR(14) );
Sell = Cross( Exit, C );

//Buy = ExRem( Buy, Sell );
//Sell = ExRem( Sell, Buy );
Equity(1);

Plot(C,"",colorwhite,64);
PlotShapes(shapeUpArrow*Buy,colorwhite,0,L,-10);
PlotShapes(shapeDownArrow*Sell,coloryellow,0,L,-10);
Plot( Exit, "Exitprice", colorWhite,1);

Filter = 1;
AddColumn( Buy, "Buy", 1 );
AddColumn( Sell, "Sell", 1 );
AddColumn( Exit , "ExitPrice", 1.3);
AddColumn( exit<Ref(exit,-1) AND Buy==0, "check", 1);


  ----- Original Message ----- 
  From: kaveman perth 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, October 22, 2004 12:32 AM
  Subject: [amibroker] Exrem and Equity


  I have a formula that uses the exit price based on
  HighestSince(Buy,H-xxx). I have noticed that using exrem or equity the
  buy signals don't show in explore or on charts, but any value based on
  them is affected
  I notice that the exit price which by its definition should only ever
  rise, not fall, until the sell signal occur. But at subsequent buy
  signals the exit price does fall even though these are not shown when
  you are using equity(1) or exrem(buy,sell)
  Has anyone come across this, and has a method to actually remove the
  unwanted signals
  Here is a small sample code to demonstrate

  Buy  = Day()%5==0;
  Exit = HighestSince( Buy, H-3*ATR(14) );
  Sell = Cross( Exit, C );

  //Buy = ExRem( Buy, Sell );
  //Sell = ExRem( Sell, Buy );
  Equity(1);

  Plot(C,"",colorBlack,styleBar);
  PlotShapes(shapeUpArrow*Buy,colorGreen,0,L,-10);
  PlotShapes(shapeDownArrow*Sell,colorRed,0,L,-10);
  Plot( Exit, "Exitprice", colorViolet,styleDots|styleNoLine|styleNoRescale);

  Filter = 1;
  AddColumn( Buy, "Buy", 1 );
  AddColumn( Sell, "Sell", 1 );
  AddColumn( Exit , "ExitPrice", 1.3);
  AddColumn( exit<Ref(exit,-1) AND Buy==0, "check", 1);

  -- 
  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 Sponsor 
              ADVERTISEMENT
             
       
       


------------------------------------------------------------------------------
  Yahoo! Groups Links

    a.. To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/
      
    b.. To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx
      
    c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 



[Non-text portions of this message have been removed]



------------------------ Yahoo! Groups Sponsor --------------------~--> 
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/