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Sorry, there was a type in my code... I meant to use Flip()
for the position statements.
Herman
==============
[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
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@xxxx]
> 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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