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Herman,
I think I understand re: position. Essentially this returns a value
of 1 or 0 which may be of use if you need the system to know if you
are long or short.
The reason why I have been using:
Buy = ExRem( Buy, Short);
Sell = ExRem( Sell, Buy );
Short=ExRem(Short,Buy);
Cover=ExRem(Cover,Short);
is because I do not want to take a long position unless my last
trade was a short position and vice versa (the first trade can be
either short or long). If I implement your way, the backtester may
go long, stop me out and then go long again and stop me out and so
on before it comes to a short signal. I only want to go long once,
sell at my stop and then monitor for a short signal.
Hope this makes some sense (hope that i am using exrem correctly as
well!)
Best regards
Sam
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> [Sam] I didn't understand...these don't appear to do anything
since they are
> not predefined variables:
>
> > Position = exRem(Buy,Short);
>
> You were using Buy and Short in you initial code so they were
> defined...Position here is simply a custom variable that assumes
the value
> of 1 when you are Long and 0 when you are Short - useful for a
variety of
> purposes; for example plotting a Position Ribbon:
> Position = exRem(Buy,Short);
> Plot(1,"Position",iif
(Position,colorGreen,colorRed),styleArea|styleownscale,
> 0,30);
>
> > LongPosition = exRem(Buy,Sell);
> > ShortPosition = exRem(Short,Cover);
>
> The above can be used similarly for non-reversal systems or when
you use
> stops.
>
> [Sam] However, I essentially want to alternate between going long
and
> going short.
>
> Not sure how you generate your signals... the way you toggle your
positions
> is new to me... my systems always define all four signals
logically and
> rigidly. I do this also so that if I add stops the system will
continue to
> behave as expected. I am not sure if exRem is intended to "add"
anything in
> the area of signal generation...but perhaps i misunderstand what
you are
> doing.
>
> best regards,
> herman
>
>
>
>
>
>
>
>
>
> -----Original Message-----
> From: qweds_560 [mailto:qweds_560@x...]
> Sent: Tuesday, January 18, 2005 2:41 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: ExRem
>
>
>
> Many thanks Herman,
>
> However, I essentially want to alternate between going long and
> going short.
>
> > Buy = exRem(Buy,Sell);
> > Sell = exRem(Sell,Buy);
> > Short = exRem(Short,Cover);
> > Cover = exRem(Cover,Short);
>
> the above means that I have more than 1 short or more than 1 long
> position in a sequence.
>
> Using:
>
> Buy = ExRem( Buy, Short);
> Sell = ExRem( Sell, Buy );
>
> Short=ExRem(Short,Buy);
> Cover=ExRem(Cover,Short);
>
> seems to alternate between long and short positions.
>
> I didn't understand:
>
> > Position = exRem(Buy,Short);
>
> > LongPosition = exRem(Buy,Sell);
> > ShortPosition = exRem(Short,Cover);
>
> these don't appear to do anything since they are not predefined
> variables.
>
> Could you explain?
>
> Thanks
>
> Sam
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> <psytek@xxxx> wrote:
> > 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@x...]
> > 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
> >
> >
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> >
> >
> > ---------------------------------------------------------------
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> ---------
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> >
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> of Service.
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
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>
>
>
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