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Nope. Same problem as before. You should not be using "AND" with
a "Cross" since if the two don't happen on exactly the same bar, your
Sell will never get triggered.
Also, if you will be doing calculations like BarsSince on the Buy
array, you will probably want to get rid of redundant signals by using
Buy = ...
Buy = ExRemSpan(Buy, 3);
Finally, if there is a lot of whipsaws and you get a sell Cross after
the initial Buy Cross, followed immediately by another (redundant)
Buy Cross, do you want to cancel the delayed Sell (since price is now
above the MA) or trigger the Sell anyway?
You'll probably want to change your Sell condition to being Close <
MA instead of using Cross, and possibly verifying that the Sell Cross
occured more recently than the Buy Cross before taking the Sell (i.e.
redundant Buy Cross cancels delayed Sell signal).
Then again, it's way past my bed time, so I may be speaking
gibberish ;) Keep trying.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "shahariar4" <shahariar4@xxx> wrote:
>
> Hi Mike !!
>
> Thanks for your words..those atleast poked other thoughts in me...i
> was thinking may be using flip;Could you please verify if the
> following code would do what i want....i want to use the same kind
of
> set up to testify/backtest my system using the real condition of
dse-
>
>
> Buy=Cross(Close, MA(C,13));
>
> A= BarsSince(Buy)>3;
>
> Cond1= Flip ( A,Buy);
>
> cond2=Cross(MA(C,13),Close);; //i dont use ma for buy,sell its just
> for example ;)
>
> Sell= cond1 AND cond2;
>
>
> Thanks
>
> Shahariar4
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > Your code is probably not going to do what you want.
> >
> > Your Sell condition (Cross) will only sell on the exact day the
> price
> > falls below the MA30 and it has been at least 3 days since a Buy.
> If
> > the down cross happens before it has been 3 days since the Buy,
> your
> > Sell will not happen and your code will not give another Sell
> > opportunity until the price first crosses back above MA30 and
then
> > falls below it again.
> >
> > Sorry that I can't offer any solution. Too busy with other
things.
> > But at least you have a little more information than when you
> > started ;)
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "shahariar4" <shahariar4@>
wrote:
> > >
> > > How to code this? Can anyone here help?
> > >
> > > Suppose my sell signal should be atleast 3 day's old ( 4th day
> > sell;
> > > >3) after the buy signal occured;
> > >
> > > suppose my sell is Cross(MA50, Close); but this is to be valid
if
> > the
> > > sell signal is more than 3 days/bars after the buy signal has
> > occured
> > > ( buy is Cross(Close, MA30); )
> > >
> > > I have tried the following-
> > >
> > > Buy=Cross(Close, MA30);
> > > Sell=IIf( BarsSince(Buy)>3 AND Cross(MA50, Close),True,False);
> > >
> > >
> > > is it ok? the problem is in DSE the rule is after yoo buy a
stock
> > you
> > > can sell that on 4th day and afterwards....its called 3 day
> > maturity
> > > ( buy day + 2 days, on 4th day ur stock is matured and you are
> > > alllowed to sell) ....weired, Ha?
> > >
> > >
> > > Thanks,
> > >
> > > Tarmi
> > >
> >
>
------------------------------------
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