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Sam,
See if this helps:
//Bars since Entry
Buy =C > MA(C,28);//Cross( MACD(),
Signal());
Buy= ExRem(Buy,Buy==0);
Short=C < MA(C,28);//Cross(Signal(),MACD());
Short= ExRem(Short,Short==0);
Buy= ExRem(Buy,Short);
Short= ExRem(Short,Buy);
BarsSinceentry = 0;
poslong= 0;
posshort= 0;
for ( i = 0; i < BarCount; i++ )
{
if( Buy[i])
{
poslong= 1;posshort=0;
}
if (Short[i])
{
poslong= 0;posshort=1;
}
//if(poslong==1)
{
if (Buy[i])
BarsSinceentry[i]= 0;//BarsSinceentry[i-1]+1;
else
{
if (poslong==1)
BarsSinceentry[i]=BarsSinceentry[i- 1]+1;
else
{
//if(posshort==1)
{
if (Short[i])
BarsSinceentry[i]= 0;//BarsSinceentry[i-1]+1;
else
{
if (posshort==1)
BarsSinceentry[i]=BarsSinceentry[i- 1]+1;
}
}
}
}
}
}
Days=BarsSinceentry;
Plot (C,"",colorBlack,styleCandle);
PlotShapes (Buy*shapeUpArrow,colorBrightGreen);
PlotShapes (Short*shapeHollowDownArrow,colorRed);
Title= Name()+
" BarsSinceEntry [ "+WriteVal(Days,1)+
"]";
----- Original Message -----
Sent: Monday, January 31, 2005 11:17
AM
Subject: [amibroker] Re: Resetting exRem
at the start of the day
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@x...> wrote:
>
try
> x=Cross(TimeNum(), 093001);
>
>
> On Fri, 28
Jan 2005 13:08:53 -0000, qweds_560 <qweds_560@x...>
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@xxxx]
> > > > 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
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Version: 7.0.300 / Virus Database: 265.8.1 - Release Date:
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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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