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[amibroker] Re: how to get rid of multiple signals from the same stock?



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As I mentioned, I use Exrem to get rid of extra Buy signals before a 
sell signal.

If I get a Buy then a sell (a completed trade)in the same day, then I 
don't want a second trade in that stock that day.

Rick
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> One thing needs clarification as I am confused to your requirements
> 
> Are you trying to remove unwanted buy signals until a sell signal 
occurs
> OR
> Are you wanting to remove additional trades during the day after the
> first one is completed?
> 
> 
> --
> 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 12/9/05, ricko8294_98 <ricko@xxxx> wrote:
> > Thanks for your reply.
> > I do have money - but it is tht next trade I DON'T want to take 
so it
> > is no that - it is something in the code.
> > I appreciate your comments about array processing - something I
> > haven't quite sorted out in my mind yet.
> >
> > In the interest of my learning something here, you said the Buy =
> > line is executed once for all bars - yet there are often many buys
> > looking back into history - so buys happen more than once.
> >
> > I can also see the value of in_trade in the Interpretation window
> > (using Writeval() )and watch it change from 0 to 1 when the first
> > trade of the day occurs.  Yet the second buy in the same day 
occurs
> > with in_trade = 1 even though one of the criteria for the Buy is 
that
> > in_trade be equal to zero.  I may be trying to make things more
> > simple than they are - but I still do not understand.
> >
> > I do thank you for your input
> > Rick
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> > >
> > > Something to check...do you have money available to take the
> > additional
> > > trade?
> > >
> > > Also I don't believe your code below will work due to ARRAY
> > processing.
> > > In order to track in_trade, you will need to build a loop and
> > generate
> > > Buy / Sell signals on a day by day basis. Basically the Buy = 
line
> > is
> > > executed ONCE for all bars and it never looks back so your 
in_trade
> > > Array = 0 for all bars at the time the Buy statement is 
executed.
> > You
> > > can't see this in a plot or Explore because that happens after
> > in_trade
> > > is computed.
> > >
> > > 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
> > >
> > > --
> > > Terry
> > >
> > > -----Original Message-----
> > > From: amibroker@xxxxxxxxxxxxxxx 
[mailto:amibroker@xxxxxxxxxxxxxxx]
> > On
> > > Behalf Of ricko8294_98
> > > Sent: Thursday, December 08, 2005 15:35
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: how to get rid of multiple signals 
from the
> > > same stock?
> > >
> > > Interesting chat about Yahoo delays, but I still don't have a
> > > satisfactory answer to my original question as to why AB ignores
> > some
> > > variable values in a subsequent BUY signal on the same stock in 
the
> > > same day
> > > Rick
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx>
> > wrote:
> > > >
> > > > Hi - I was experiencing long delays (and still am sometimes )
> > > between the time I posted a message and the time it appeared 
here -
> > > often hours, even *days* a couple of times. A while back I 
decided
> > to
> > > start tracing my posts and discovered that the delay was usually
> > not
> > > Yahoo's fault, it was occurring between 2 of Comcasts servers.
> > Seems
> > > that service should be better for $50/month...   Just thought I
> > would
> > > pass it along...
> > > >
> > > > Steve
> > > >   ----- Original Message -----
> > > >   From: Joe Landry
> > > >   To: amibroker@xxxxxxxxxxxxxxx
> > > >   Sent: Thursday, December 08, 2005 8:46 AM
> > > >   Subject: Re: [amibroker] Re: how to get rid of multiple 
signals
> > > from the same stock?
> > > >
> > > >
> > > >   Intermilan04
> > > >
> > > >   Should be less than 10 hours unless you're waiting for the
> > daily
> > > digest!
> > > >   The response times that I experience between posting a note 
and
> > > seeing it on the forum is
> > > >   minutes.
> > > >   Just ran a test just for you and it was less than 2 minutes 
out
> > > at 7:42 on the
> > > >   Yahoo group forum at 7:44.
> > > >
> > > >   I'll agree the search is frustrating.
> > > >
> > > >   Best regards
> > > >   Joe
> > > >
> > > >     ----- Original Message -----
> > > >     From: intermilan04
> > > >     To: amibroker@xxxxxxxxxxxxxxx
> > > >     Sent: Thursday, December 08, 2005 12:26 AM
> > > >     Subject: [amibroker] Re: how to get rid of multiple 
signals
> > > from the same stock?
> > > >
> > > >
> > > >     You have a valid point.  I might add that this board takes
> > ten
> > > hours
> > > >     before your message gets posted, too.
> > > >
> > > >     --- In amibroker@xxxxxxxxxxxxxxx, "siu_john" 
<siu_john@xxxx>
> > > wrote:
> > > >     >
> > > >     > Well, I for one always want to search thru all messages
> > first
> > > before
> > > >     > posting since I like instant answers (but I am extremely
> > > impressed
> > > >     > with the amibroker staff's response time, which is 
pretty
> > > close to
> > > >     > instant :).  However, in this group, it is almost
> > impossible
> > > since
> > > >     > Yahoo groups don't provide that functionality.  They
> > require
> > > you to
> > > >     > click a million times in order to search thru all
> > messages.
> > > Each
> > > >     > search only searches 1% or so of the messages, even 
when no
> > > results
> > > >     > are found within that percentage! -- I have no idea why
> > Yahoo
> > > groups
> > > >     > is so behind..  Google groups or almost any other msg
> > boards
> > > search
> > > >     > thru all messages instantly.  I believe much of the 
staff's
> > > time can
> > > >     > be saved from answering repeat questions if this forum 
is
> > > moved to a
> > > >     > better one.
> > > >     > -john
> > > >     >
> > > >     > --- In amibroker@xxxxxxxxxxxxxxx, Graham
> > <kavemanperth@xxxx>
> > > wrote:
> > > >     > >
> > > >     > > 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@xxxx> 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
>






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