RE: [amibroker] ExRem

["Herman van den Bergen" <psytek@xxxxxxxx>]

Assuming you are trading a reversal system, perhaps a more logical way would be:

 

Buy = exRem(Buy,Sell);

Sell = exRem(Sell,Buy);

Short = Sell;

Cover = Buy;

 

In some case you can use

 

Position = exRem(Buy,Short);

 

but this assumes that you are not using any other exits (stops), if your system include other exits you might want to use this after the stops have been processed:

 

Buy = exRem(Buy,Sell);

Sell = exRem(Sell,Buy);

Short = exRem(Short,Cover);

Cover = exRem(Cover,Short);

 

of course you can simply use

 

Equity(1);

LongPosition = exRem(Buy,Sell);

ShortPosition = exRem(Short,Cover);

 

best regards,

herman

-----Original Message-----
From: qweds_560 [mailto:qweds_560@xxxxxxxxx]
Sent: Tuesday, January 18, 2005 7:10 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] ExRem

Hello,

I am a little bit confused by the Exrem function. I have the
following:

Buy = ExRem(Buy, Short);

Short=ExRem(Short,Buy);


In English, this means to me that the backtester

i) will go long on a buy signal and then will not buy again till it
has gone short

ii) will short on a short signal and then not go short again till it
has gone long

Is this correct? Do I need to define something for SELL and for
COVER?

Thanks

Sam







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