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Re: [amibroker] Code giving great results



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Sell = Sellsig AND Ref(Intrade,-1);



-- 
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com



2008/7/24 Steve Dugas <sjdugas@xxxxxxxxxxx>:
> Hi - Off the top of my head I don't see how you are getting any Sell signals
> but I am probably overlooking something simple and so this seems like a good
> example of how looking at your actual arrays can help you to debug, or in
> this case, to *understand* how your code is acting on the arrays. You can
> plot the arrays but in this case I think explorer might be better ( to avoid
> overplotting since all arrays are 1's and 0's ). To see your arrays for the
> last year, try adding this to the end of your code, then in AA set N last
> quotes to 252 and run an exploration. You should be able to see, day by day,
> how the values in the earlier arrays lead to the values in the dependent
> arrays...
>
> Steve
>
> AddColumn( BuySig, "BuySig", 1.0 );
> AddColumn( SellSig, "SellSig", 1.0 );
> AddColumn( InTrade, "InTrade", 1.0 );
> AddColumn( Ref( InTrade, -1 ), "InTradeShifted", 1.0 );
> AddColumn( Buy, "Buy", 1.0 );
> AddColumn( Sell, "Sell", 1.0 );
>
> ----- Original Message -----
> From: "nickrobn" <nickrobinson@xxxxxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, July 24, 2008 12:00 AM
> Subject: [amibroker] Code giving great results
>
>
>> Have following code:
>>
>>
>> Buysig = buy conditions;
>> Sellsig = Sell conditions;
>>
>> InTrade = Flip(Buysig,Sellsig);
>>
>> Buy = Buysig  AND Ref(Intrade,-1)==0;
>> Sell = Sellsig AND Ref(Intrade,-1)==0;
>>
>> I obtain much better results (higher profit, longer and fewer trades)
>> with the inclusion of Ref(Intrade,-1)==0 in the formula. Can anyone
>> tell me why?
>>
>> Thanks,
>>
>> Nick
>>
>>

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