Re: [amibroker] Re: Why so signals change after the bar closes?

["Edward Pottasch" <empottasch@xxxxxxxxx>]

hi Tom,

 

Only when the bar is finished it will be known if a signal is permanent. This is because MACD uses the close price of the bar and also stockastics will use the close price. Therefor at the time the bar is developing a buy signal may appear only to disappear a few secons later.

 

To use permanet signals only you may shift the array like:

 

Buy1 = MACD(5,26) > Ref(MACD(5,26), -1); // macd 1 is going up.
Buy2 = MACD(12,26) > Ref(MACD(12,26), -1); // macd 2 is going up
Buy3 = StochK(14,3) > Ref(StochK(14.3), -1);
// Buy and Sell orders
Buy = Buy1 AND Buy2 AND Buy3;

 

Buy = Ref(Buy,-1); BuyPrice = O;

However, what you describe I think has to do with the fact that only the data visible on the chart are used to make the calculations. So adding:

 

SetBarsRequired(10000,10000);

to your code might help.

 

regards, Ed

 

 

 

 

----- Original Message -----

From: professor77747

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, December 06, 2008 8:46 AM

Subject: [amibroker] Re: Why so signals change after the bar closes?

--- In amibroker@xxxxxxxxxps.com, Aron <apforex@xxx> wrote:
>
> professor77747 wrote:
> > In my formula, I use only the macd and stochastic to determine a
buy
> > signal. Several times, I didn't have a buy signal after the bar
closes.
> > Call this bar 1. Then the next bar closes(bar 2) and still no
signal.
> > Then, during the next bar (bar 3), I get a signal on bar 1.
> >
> > When I backtest, the results are the same. No buy on bar 1. Then
run
> > again on bar 2 and there is no bar. Then, run again on bar 3 and
there
> > is a buy shown for bar 1.
> >
> > I use a 6 hour chart and hourly data.
> >
> > I thought that after a bar closes, the macd and stochastic would
not
> > change.
> >
> > Why does this happen?
> >
> > Tom
> >
> >
> Post your code.
>
It is just a simple test code, but the buy changes as explained.
Buy1 = MACD(5,26) > Ref(MACD(5,26), -1); // macd 1 is going up.
Buy2 = MACD(12,26) > Ref(MACD(12,26), -1); // macd 2 is going up
Buy3 = StochK(14,3) > Ref(StochK(14.3), -1);
// Buy and Sell orders
Buy = Buy1 AND Buy2 AND Buy3;

I just don't understand why 2 bars later that the buy signal changes.
I get a buy arrow on my chart and the backtest will also change 2
bars later and show a buy when it didn't show it before.

Tom

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