RE: [amibroker] How to neglect the short signal before the sell signal of a long trade ?

["dbw451" <dbw451@xxxxxxxxxxx>]

Here's one way to remove buy and sell signals while in the opposite trade,
use a loop after your exrem() statements:

 

bInBuyTrade = Buy[0];

bInShortTrade = Short[0];

for(i=1; i<BarCount; i++) {

       bInBuyTrade[i] = bInBuyTrade[i-1];

       bInShortTrade[i] = bInShortTrade[i-1];

       if(Short[i] AND bInBuyTrade[i])

              Short[i] = 0;

       if(Buy[i] AND bInShortTrade[i])

              Buy[i] = 0;

       if(Buy[i])

              bInBuyTrade[i] = 1;

       if(Sell[i])

              bInBuyTrade[i] = 0;

       if(Short[i])

              bInShortTrade[i] = 1;

       if(Cover[i])

              bInShortTrade[i] = 0;

}

 

Note: the above code is untested, but hopefully you get the idea.

 

Regards,

 

David

  _____  

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of itmwh
Sent: 02/18/2007 9:33 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] How to neglect the short signal before the sell signal
of a long trade ?

 

Hi, I am try to code a futures system . Understanding that to delete 
the multiple signals between the buy and sell point, we can use 

buy=exrem(buy,sell);
sell=exrem(sell,buy);

similarly,

short=exrem(short,cover);
cover=exrem(cover,short);

But I need more than that: I hope to delete the short signals before 
the sell signal of a Long trade is triggered, also , I hope to delete 
the Buy signal before the cover signal of a Short trades are triggered. 
How to implement this in AFL ? Thanks for any help

 


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