PureBytes Links
Trading Reference Links
|
Dbw, thanks a lot. The use of loop here is truely inspirational, I will test and learn.
B.rgds/ Tom itmwh
----- Original Message -----
From: dbw451
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, February 18, 2007 11:27 PM
Subject: RE: [amibroker] How to neglect the short signal before the sell signal of a long trade ?
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
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.441 / Virus Database: 268.18.2/692 - Release Date: 2/18/2007 4:35 PM
|