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--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> Uhhh ... I wouldn't call that plain ... But in any case ...
>
> To picture what happens below in the arrays let's assume C goes
above
> MA(C, 30) on bar 1 and under on bar 7 ...
>
> If your Trend condition was for some reason SIGNAL oriented and you
> wanted to know what state it was in then yes you could use Flip to
> populate the rest of the two arrays i.e.
>
> UpTrend = Cross(C, MA(C, 30)); // Or whatever
> DnTrend = Cross(MA(C, 30), C); // Or whatever
>
> The arrays for bars 1 through 9 would now look like:
>
> UpTrend 100000000
> DnTrend 000000100
>
> UpTrend = Flip(UpTrend, DnTrend);
> DnTrend = Flip(DnTrend, UpTrend);
>
> The arrays for bars 1 through 9 would now look like:
>
> UpTrend 111111000
> DnTrend 000000111
>
> You'd get the same as the above by writing the STATE oriented
> statements ...
>
> UpTrend = C > MA(C, 30);
> DnTrend = C < MA(C, 30); // Or if you prefer DnTrend = Not UpTrend
>
> With the above arrays in STATE orientation if you then for some
> reason write:
>
> UpTrend = ExRem(UpTrend, DnTrend);
> DnTrend = ExRem(DnTrend, UpTrend);
>
> Then the arrays are changed to signal orientation again i.e. ...
>
> UpTrend 100000000
> DnTrend 000000100
>
Gentlemen,
first of all I'd thank all people answering to the EXREM questions.
You all have been useful to improve my understanding.
As Grant imagined - not beeing an engeneer - I wouldn't use terms
like STATE opposed to SIGNAL in dealing with this matter, but I
think to understand all the same what EXREM and FLIP functions are
for. I simply consider them like two opposite switches: OFF/ON
(exrem) - ON/OFF (flip).
That's ok, for me.
My doubt doesn't concern all possible use of EXREM but
a specific one:
BUY = exrem(Buy, Sell);
used NOT in exploration/scanning buy in backtesting.
Just to be a bit more practical, could someone have a glance at this
AFL code that can be found under the online help for exrem:
http://www.amibroker.com/library/detail.php?id=60&hilite=EXREM
and check what is the purpose of this two lines of code
Buy=exrem(buy,sell);
Sell=exrem(sell,buy);
that are written just below standard BUY and SELL signals?
Buy= Cross(HiLo,HiLoInvert) ;
Sell=Cross(HiLoInvert,HiLo) ;
For what are the two EXREM needed? Are they redundant?
Kind Regards,
Angelo.
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