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kaveman perth wrote:
>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/
>>
>> Check AmiBroker web page at:
>> http://www.amibroker.com/
>>
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>>
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>>
>>
>>
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>
Graham,
Here is a bit clumsy code.
Entry = Day()%5==0;
Exit1 = HighestSince( Entry, H - 3*ATR(14) );
Stop = Cross(Exit1, C);
Sequ = sign(BarsSince(Stop) - BarsSince(Entry));
Buy = Entry AND Ref(Sequ, -1) < 0;
Exit = HighestSince( Buy, H - 3*ATR(14) );
Sequ = sign(BarsSince(Cross(Exit, C)) - BarsSince(Buy));
Sell = Cross(Exit, C) AND Ref(Sequ, -1) > 0;
//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,H,-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);
GraphXSpace = 5;
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