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Re: [amibroker] Remove excessive buy signals



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Trading Reference Links

Hello,

Two lines will do that for you:

Pattern = Flip( Pattern, Sell );
Buy = Buy And Pattern;

You don't need to worry about excessive signals, becuase regular (not raw) mode
takes care about if for you 
see "backtest modes" description at:
http://www.amibroker.com/guide/h_portfolio.html


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "pmxgs" <pmxgs@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, March 20, 2008 11:48 AM
Subject: [amibroker] Remove excessive buy signals


> Hi,
> 
> I've been using AB for a short time so this question might be really 
> easy to answer but I don't find a easy solution.
> example for the long signal:
> I'm trying to code a system that gets a signal when a candlestick 
> pattern occurs, but I only want to buy when and if the price crosses 
> the High plus 1 tick of the bar when the signal occurs (buystop 
> order). This means that I may get a signal today but the trade is 
> only triggered 5 days from now.
> I've created the variable pattern which  is equal to 1 when the 
> candlestick patterns occurs and zero when it doesn't.
> Then, I defined the buyprice as High + 1 tick and Buy=cross(H,Ref
> (buyprice,-barssince(pattern))).
> The sell is defined as two closes below MA.
> The first trade is ok, but then I keep getting new Buys even though 
> pattern didn't occur again.
> Example:
> pattern: 000100000010000100000
> buy:     000001001000100101001
> sell:    010010100100001001000
> In this example I could only have at the maximum, three trades since 
> it's the number of trues in pattern variable, but since the buy has 
> several 1's I get more trades.
> The Exrem(buy,sell) is not enough to solve this because it doesn't 
> take into account he pattern variable.
> I can only get a trade if I get a true in the pattern varable, and 
> another trade can only happen if I get a new true again.
> I hope this is clear. 
> Can someone give an hint?
> 
> thanks
> 
> 
> ------------------------------------
> 
> 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
> 
> 
> 

------------------------------------

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

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