[amibroker] Re: Q regarding removing succeeding signals from HighestSince or LowestSince

["onelkm" <LKMCD1@xxxxxxx>]

I have struggled with the same issue.... can someone help - is there 
a solution?
Larry

--- In amibroker@xxxxxxxxxxxxxxx, "janhausd" <janhaus@xxx> wrote:
>
> Hi,
> 
> I did some searching in the posts, and it looks like many people 
have
> asked for methods to remove the extraneous signals from HighestSince
> or LowestSince so that the function can return the very first signal
> and not the ones which appear afterwards.
> 
> I've tried copying the code from these two posts, using loops or 
loops
> + global vars, or some combination of ExRem, or Flip or ExRemSpan 
but
> I have not yet gotten it working:
> http://finance.groups.yahoo.com/group/amibroker/message/117998
> http://finance.groups.yahoo.com/group/amibroker/message/72151
> 
> Is there a simple way to accomplish this? Otherwise, the trailing
> stops don't work correctly since HighestSince is reset with each
> succeeding Buy signal and vice versa for LowestSince. The below is 
the
> code I'm looking to fix:
> 
> ---
> Buy = Signal1 & Signal2;
> Short = Signal1Rev & Signal2Rev;
> Buy = Ref(Buy,-1);
> Short = Ref(Short,-1);
> BuyPrice = O;
> ShortPrice = O;
> SetTradeDelays(0,0,0,0);
> 
> sellstopline = HighestSince( Buy, High ) * STrailingStopPct;
> BuyBarsSince = BarsSince(Buy == 1);
> sellprofitline = Ref(BuyPrice, -BuyBarsSince) * SProfitStopPct;
> sellex = sellstopline > P;
> sellex2 = P > sellprofitline;
> Sell= IIf(sellex,4,(IIf((sellex2),3,0)));
> SellPrice = O;
> 
> coverstopline = LowestSince( Short, Low ) * BTrailingStopPct;
> ShortBarsSince = BarsSince(Short == 1);
> coverprofitline = Ref(ShortPrice, -ShortBarsSince) * BProfitStopPct;
> buyex = P > coverstopline;
> buyex2 = coverprofitline > P;
> Cover= IIf(buyex==1, 4, (IIf((buyex2),3,0)));
> CoverPrice = O;
> Equity(1,0);
> --
>




Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/