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I think you will find you need to put this into a for loop, or add
more variables
Have you tried doing a search on the group archives as this sae
question has been discussed a number of times
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 12/8/05, ricko8294_98 <ricko@xxxxxxxxxx> wrote:
> I am having a similar problem with eliminating a second (or more)
> trades on the same stock during the same day. I have included exrem
> to eliminate multiple buys before a sell signal is given and I don't
> want to use a time restriction.
>
> What my 3 minute bar system has (in part) is the following:
>
> in_trade = 0; // to control one trade per day
> nuday = Day() != Ref(Day(),-1); // to indicate a new day
>
> Then my Buy code is
> Buy = in_trade == 0 AND LongCond1 AND {the rest of my buy conditions}
>
> then comes my Sell code
>
> followed by
> Buy = exrem(buy,sell);
>
> and
>
> in_trade = Flip( Buy, nuday); / to reset in_trade for the next day
> but retain the value (which becomes "1" on the bar where the first
> buy is executed).
>
> The system will occasionally issue a second buy signal on the SAME
> stock on the SAME day (I can tell because I plot the buy arrows) EVEN
> THOUGH the Interpretation window tells me the value of in_trade at
> that point is 1 (not 0 as required by the Buy code).
>
> So - 2 questions
> 1 how can I eliminate the second trade on the same stock on the same
> day (my primary objective)?
>
> 2. why does the Buy code ignore the in_trade ==0 part of the code?
>
> TIA
> Rick
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> >
> > you can use exrem to remove additional signals
> > you can use code to only include the first signal of the day, or
> even
> > withi certain time paramters, and exclude others
> > It is just matter of adding the right conditions to the buy/sell
> statements
> >
> > Buy = ???;
> > Sell = ???;
> > Buy = exrem(buy,sell);
> >
> > eg if you only want to buy beofre 10am in the morning
> > Buy = YourBuyConditions and timenum()<100000;
> >
> > There are a few other ways but could need tailoring to your system
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://e-wire.net.au/~eb_kavan/ab_write.htm
> >
> >
> > On 12/7/05, siu_john <siu_john@xxxx> wrote:
> > > Hi Tomasz or anyone,
> > > I am doing AA scans/explores on a group or all of my stocks and
> in
> > > too many times, the signal happens multiple times thru out the
> day for
> > > the same stock. Thus my results are flooded with too many siganls
> > > instead of the only few stocks that are actually returned.
> > > I am wondering how do I return either:
> > > - the latest signal only per stock (for latest signal purpose)
> > > and/or
> > > - the first signal and skip to analyse next stocks in question
> (for
> > > execution speed purpose)
> > >
> > > Also, is there a _REAL_ reason to seperate the functionality of
> Scans
> > > and Explorations? I find it that I like reporting power of
> > > explorations (Scans don't execute Filters, AddColumn()s, etc.)
> and the
> > > automation of scans (checkbox of "Scan every x-minutes" don't
> apply to
> > > explorations). But seems like I can't have both because of the
> > > artifically created distinctions.. It would be so great if we can
> > > have both! (unless there's a much better reason for the
> seperation).
> > >
> > > thank you so much,
> > > -john
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > Please note that this group is for discussion between users only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
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>
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