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[amibroker] Re: Trade Signal vs. Raw



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Barry, Thank you for your time - I really appreciate it.

Perhaps I didn't explain correctly what I'm attempting to do.  I'd
like to run the explore across watch lists that contain stocks
organized by sector classification and find out for instance when the
leading stocks per se in a sector began to execute on the long or
short side.

So for instance I could look at the output and determine that biotech
stocks are beginning to get long or retail is beginning to get short
and have been so since 7/1/08 as a for instance.

Hopefully it will give a sign of emerging sector strength or weakness.
If it will or not of course remains to be seen, it's a thought at this
point in time.

Again, Thank You!
My Best
Bill

--- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@xxx>
wrote:
>
> It is semantics. The last signal you get will be the last one in the 
> last n days, even if you have a signal every day. The chart is 
> revealed day by day and it shows you where the condition exists. I 
> can't figure out why you are using flip and it seems to make no 
> difference when I comment it out.
> 
> Plot the following and look at it:
> plot(H, "C", colorred);
> plot(L, "L", colorred);
> plot(HHV(H,20), "HHV", colorblue);
> plot(LLV(L,20), "LLV", colorblue);
> plotshapes(buy * shapeuparrow, colorgreen);
> plotshapes(sell * shapedownarrow, colorred);
> 
> This will show you where the signals come. Your formula simply tells 
> you when the high crosses above the high of the last 20 days. It can 
> do that every other day. Ditto with the low. 
> 
> Barry
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "zim630@" <zim630@> wrote:
> >
> > I suppose I could have been more specific.  I've played with it a
> > little and here is the last code I've tried:
> > 
> > Buy=Cross(H,Ref(HHV(H,20),-1));
> > Sell=Cross(Ref(LLV(L,20),-1),L) ;
> > Short=Sell;
> > Cover=Buy;
> > intrade=Flip(Buy,Sell);
> > Filter=Buy OR Sell;
> > AddColumn( Buy, "BuySig", 1.0 );
> > AddColumn( Sell, "SellSig", 1.0 );
> > 
> > What I'm getting is every signal over the n-days I enter.  What I'm
> > looking for is just the last signal over n-days.
> > 
> > Thanks for your response it's appreciated!!
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@>
> > wrote:
> > >
> > > Reading between the lines, I guess you are using AddColumn and 
> the data 
> > > displayed isn't what you want. The filter can be the problem. If 
> you 
> > > use buy and sell and that is not the trade signal then use 
> something 
> > > else as the filter. 
> > > 
> > > If the price is wrong then set the price at the time of the trade 
> is 
> > > buyprice, sellprice, etc, and use those variables as your filter. 
> You 
> > > can also use writeif and use the trade signal as the condition.
> > > 
> > > If I did not read between the lines correctly letting us see the 
> code 
> > > would help.
> > > 
> > > Barry
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "zim630@" <zim630@> wrote:
> > > >
> > > > I am trying to run a trading system I have in exploration 
> against
> > > > differing lists of stocks.  I am getting the raw signals and 
> not the
> > > > Trade signals which is what I'd like to have.  I've tried to 
> search
> > > > the board but yahoo must be having problems today as all I seem 
> to get
> > > > is server is not responding.
> > > > 
> > > > Thanks in advance for any help.
> > > > 
> > > > Bill
> > > >
> > >
> >
>



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