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I guess if I just whited out everything I would not notice
discrepancies as well.
I will try to explain myself again
The exitprice acts like a trailing stop which is what it should do,
and the sell signal occurs when the price crosses below the exitprice.
The exitprice is based on the highest value of a variable after the
buy signal occurs. Any additional UNWANTED buy signals should be
removed by exrem or equity.
But when a variable like Exit as I have shown that is based on values
since a buy signal are not changed to just the first buy signal. They
keep being affected by the subsequent extra buy signals.
In the explore rersults below I have listed the buy/sell signals and
the Exitprice. The last column is a check on where the exitprice
dropped without an actual buy, just a buy that was exremmed. See
20/09/2004.
Ticker Date/Time Buy Sell ExitPrice check
BSL 10/09/2004 1 0 7.984 0
BSL 13/09/2004 0 0 8.163 0
BSL 14/09/2004 0 0 8.163 0
BSL 15/09/2004 0 0 8.163 0
BSL 16/09/2004 0 0 8.163 0
BSL 17/09/2004 0 0 8.163 0
BSL 20/09/2004 0 0 8.088 1
BSL 21/09/2004 0 0 8.125 0
BSL 22/09/2004 0 0 8.184 0
BSL 23/09/2004 0 0 8.194 0
BSL 24/09/2004 0 0 8.293 0
BSL 27/09/2004 0 0 8.311 0
BSL 28/09/2004 0 0 8.311 0
BSL 29/09/2004 0 0 8.311 0
BSL 30/09/2004 0 0 8.322 0
BSL 1/10/2004 0 0 8.354 0
BSL 4/10/2004 0 0 8.439 0
BSL 5/10/2004 0 0 8.508 0
BSL 6/10/2004 0 0 8.508 0
BSL 7/10/2004 0 0 8.508 0
BSL 8/10/2004 0 0 8.512 0
BSL 11/10/2004 0 0 8.512 0
BSL 12/10/2004 0 0 8.512 0
BSL 13/10/2004 0 0 8.512 0
BSL 14/10/2004 0 1 8.512 0
On Fri, 22 Oct 2004 05:29:41 +0200, ed nl <ed2000nl@xxxxxxx> wrote:
>
> 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/
>
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>
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--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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