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[amibroker] Re: Problem with ExRem?



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By my understanding, BuyPrice is just an array of prices based on your
buy price selection (High, Low, Close, etc) and doesn't have anything
to do with your actual buy signals. I think you need to include some
way of using the BuyPrice value from the bar of the last Buy signal,
not just the current bar's buy price.

Which may need a loop since you have redundant buy signals.

Regards,
GP


--- In amibroker@xxxxxxxxxxxxxxx, "bilbo0211" <bilbod@xxx> wrote:
>
> I am having a problem with a back testing formula.
> 
> ExRem removes extra Buy/Sell signals but does not adjust the BuyPrice
> for the removed signals.
> 
> For example, I have a target based on the BuyPrice.
> 
> A Sell condition depends on the BuyPrice,
> 
> sellCond1=Cross(H,BuyPrice+x);
> 
> It does not work as expected because it is using BuyPrices associated
> with Buy's that were removed for some targets.
> 
> Is there a way around this problem?
> 
> Bill
>




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