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Hi - Close, it is Exrem that removes all signals until opposite signal is
generated. Flip, after a True, will continue to return True until it comes
to a True in the 2nd array. I think it is convenient to look at it as Signal
( buy, sell, use Exrem ) vs. State ( in long, in short, use Flip ) In your
case, if you have 2 arrays...
1101101111000000111 // in buy zone, occasionally drops into neutral
territory
0000000000111111000 // in sell zone
then after doing
InLong = Flip( InBuyZone, InSellZone );
you will have
1101101111000000111 // in buy zone
0000000000111111000 // in sell zone
1111111111000000111 // in long, here is the filter you wanted I think?
----- Original Message -----
From: "levibreidenbach" <levib1@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, October 19, 2009 11:15 AM
Subject: [amibroker] Re: MA cross with %filter
> Hello:
>
> I'm still having difficulty understanding both the flip() and exrem()
> function. Can somebody help to explain them. I've read documentation,
> but it is fairly brief.
>
> Does flip remove all signals until a opposite signal is generated? Not
> sure if I'm understanding it.
>
> Thanks
>
> Levi
>
> --- In amibroker@xxxxxxxxxxxxxxx, "levibreidenbach" <levib1@xxx> wrote:
>>
>> Hello:
>>
>> Fairly new to Amibroker with a question regarding MA crossover. This is
>> probably very simple to code, but I can't seem to wrap my head around it.
>> I would like to have a filter that I include with buy logic as follows:
>> Using S&P500 data, whenever price moves above 65 week moving average by
>> 1%, filter = 1. Whenever price moves below MA by 1% filter = 0.
>>
>> The part I'm getting hung up on is what happens in between filter. Say
>> price trends down from buy zone (1.01*65 week MA), but doesn't close
>> below sell zone (.99*65 week MA). Then price comes back up above 1% buy
>> filter. During this period, the filter should always = 1. But if it
>> crosses 1% sell filter, it should become 0 until it crosses above 1% buy
>> filter.
>>
>> I think I'm making this much more confusing than it needs to be. I'm
>> sure there is a very simple way to program this - that's what I'm looking
>> for.
>>
>> Thanks ahead of time,
>>
>> Levi
>>
>
>
>
>
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