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> Using exrem is useful for backtesting and charts, but does not remove
> the excess signals from scans or explorations
???
ExRem works on array level and removes excess signals in every mode.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Graham" <kavemanperth@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 31, 2005 10:37 PM
Subject: Re: [amibroker] Re: Resetting exRem at the start of the day
>
> Cross will provide a single signal when the variable value crosses
> above the other value. This provides a single signal for buy/sell
> rather than using > which will provide a continuous series of signals
> every bar that the value is higher than the other
>
> Using exrem is useful for backtesting and charts, but does not remove
> the excess signals from scans or explorations
>
>
> On Mon, 31 Jan 2005 16:17:19 -0000, qweds_560 <qweds_560@xxxxxxxxx> wrote:
>>
>>
>> Thanks Graham, tried it,doesn't solve the problem...
>>
>> In general, does using CROSS take out excessive signals without
>> using exRem?
>>
>> Sam
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>> > try
>> > x=Cross(TimeNum(), 093001);
>> >
>> >
>> > On Fri, 28 Jan 2005 13:08:53 -0000, qweds_560 <qweds_560@xxxx>
>> wrote:
>> > >
>> > >
>> > > Hi,
>> > >
>> > > I am using the following code to try and reset exRem at the
>> > > beginning of the day:
>> > >
>> > > x=TimeNum() == 093000;
>> > >
>> > > Buy = ExRem(Buy,Short);
>> > > Sell = ExRem(Sell,Buy);
>> > >
>> > > Short = ExRem(Short,Buy);
>> > > Cover = ExRem(Cover,Short);
>> > >
>> > > Short=IIf(x==1,Flip(Short,Buy),Short);
>> > > Buy=IIf(x==1,Flip(Buy,Short),Buy);
>> > >
>> > > This sort of gives me a solution in that, while it now gives me
>> all
>> > > the trades i want, there may be an extra trade at 093000 which I
>> > > then need to delete manually from my analysis.
>> > >
>> > > Any suggestions on improving on my solution?
>> > >
>> > > Thanks
>> > >
>> > > Sam
>> > >
>> > > --- In amibroker@xxxxxxxxxxxxxxx, "qweds_560" <qweds_560@xxxx>
>> wrote:
>> > > >
>> > > > Thanks for this, this solves my previous problem of trades not
>> > > > closing at a specified time if there is no data there! (I just
>> > > > needed to >= rather than = the time).
>> > > >
>> > > > Unfortunately, I still cannot make the backtester reset at the
>> > > > beginning of the day. I am now trying to use if...else
>> statements.
>> > > >
>> > > > Any suggestions appreciated.
>> > > >
>> > > > Sam
>> > > >
>> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
>> > > > <psytek@xxxx> wrote:
>> > > > > Try to close out positions at the end of the day (untested)
>> with
>> > > > something
>> > > > > like this:
>> > > > >
>> > > > > MarketClose= 155000; // set to suit your needs and TF used
>> > > > > EndOfDayPeriod = Timenum() >= MarketClose;
>> > > > >
>> > > > > Sell = sell or EndOfDayPeriod ; // exit on last
>> bar
>> > > > > cover = cover or EndOfDayPeriod ;
>> > > > >
>> > > > > Buy = buy and not EndOfDayPeriod; // no entries on last
>> bar
>> > > > > Short = short and not EndOfDayPeriod ;
>> > > > >
>> > > > > herman
>> > > > > -----Original Message-----
>> > > > > From: qweds_560 [mailto:qweds_560@x...]
>> > > > > Sent: Sunday, January 23, 2005 3:00 PM
>> > > > > To: amibroker@xxxxxxxxxxxxxxx
>> > > > > Subject: [amibroker] Resetting exRem at the start of the
>> day
>> > > > >
>> > > > >
>> > > > >
>> > > > > Hello,
>> > > > >
>> > > > > I am backtesting on an intraday basis. I am using a system
>> > > which
>> > > > > alternates between long and short positions. All positions
>> are
>> > > > > closed out at the end of the day. I seemed to have coded
>> this
>> > > so
>> > > > far
>> > > > > using exRem to remove any excessive signals.
>> > > > >
>> > > > > At present, the backtester will continue alternating into
>> the
>> > > > next
>> > > > > day by referring to the last trade made on the previous
>> day.
>> > > For
>> > > > > example, if the last trade today was a short position
>> (which
>> > > > will be
>> > > > > closed at the end of the day), the backtester will monitor
>> for
>> > > a
>> > > > buy
>> > > > > signal the next day.
>> > > > >
>> > > > > I need to reset it somehow so that the backtester monitors
>> for
>> > > > > either a buy OR a short signal at the start of the next day
>> > > (at a
>> > > > > specified time) without reference to the last trade of the
>> > > > previous
>> > > > > day.
>> > > > >
>> > > > > I would be grateful for any suggestions on how to do this.
>> > > > >
>> > > > > Many thanks
>> > > > >
>> > > > > Sam
>> > > > >
>> > > > >
>> > > > >
>> > > > >
>> > > > >
>> > > > > Check AmiBroker web page at:
>> > > > > http://www.amibroker.com/
>> > > > >
>> > > > > Check group FAQ at:
>> > > > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>> > > > >
>> > > > >
>> > > > >
>> > > > > -------------------------------------------------------------
>> ----
>> > > --
>> > > > ---------
>> > > > > --
>> > > > > Yahoo! Groups Links
>> > > > >
>> > > > > a.. To visit your group on the web, go to:
>> > > > > http://groups.yahoo.com/group/amibroker/
>> > > > >
>> > > > > b.. To unsubscribe from this group, send an email to:
>> > > > > amibroker-unsubscribe@xxxxxxxxxxxxxxx
>> > > > >
>> > > > > c.. Your use of Yahoo! Groups is subject to the Yahoo!
>> Terms
>> > > > of Service.
>> > >
>> > >
>> > > Check AmiBroker web page at:
>> > > http://www.amibroker.com/
>> > >
>> > > Check group FAQ at:
>> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>> > > Yahoo! Groups Links
>> > >
>> > >
>> > >
>> > >
>> > >
>> >
>> >
>> > --
>> > Cheers
>> > Graham
>> > http://e-wire.net.au/~eb_kavan/
>>
>>
>> Check AmiBroker web page at:
>> http://www.amibroker.com/
>>
>> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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