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[amibroker] Re: MULTIPLE BUY and SELL


  • Date: Sun, 17 Jan 2010 19:15:46 -0000
  • From: "j0etr4der" <j0etr4der@xxxxxxxxx>
  • Subject: [amibroker] Re: MULTIPLE BUY and SELL

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Another way to do that is to segregate all of your plotting so that it is not executed during backtesting.

This has the additional advantage speeding up backtesting.

if ( Status( "action" ) == actionIndicator )   
{ 
buy = exrem( buy, sell ); 

//...or...

Equity( 1, 0 );\\ ...which also makes ApplyStop sells visible. 
// note: Do not use this during backtesting. It invokes the old
// backtester, which gives different results.

// Why Equity is broken and has never been fixed is a question for
// another post.

Plot(...
Plot(...
}


Joe

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> It is better not use ExRem to change Buy/Sell directly. Instead, let the backtester do that for you. ExRem is best used for charting. If you want to chart Buy/Sell, then save the result of ExRem in a separate variable after you have finished calculating Buy and Sell, then chart the variable instead.
> 
> e.g.
> Buy = ...;
> Sell = ...;
> 
> Buy2 = ExRem(Buy, Sell);
> 
> Plot(Buy2, ...);
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, Yves <yltech@> wrote:
> >
> > In the formula Below, I'm have a lot of BUY an SELL
> > In the forum of AB, you said
> > USE:    
> > buy = ExRem( buy, sell );
> > sell = ExRem( sell, buy ); 
> > 
> > Maybe, But I don't know WHERE and HOW use IT ?
> > 
> > Thank
> > 
> > YLTech
> > -------------------------------------------
> > _SECTION_BEGIN("Test-B/S");
> > SetChartOptions(0,chartShowArrows|chartShowDates);
> > _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g
> >  Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
> > Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle |
> > ParamStyle("Style") | GetPriceStyle() );
> > Haut= Ref(HHV(C,10),-1) ;
> > Bas= Ref(LLV(C,10),-1) ;
> > Plot(Haut,"HautP",colorBlue,styleLine);
> > Plot(Bas,"BasP",colorRed,styleLine);
> > Buy= Cross(C,Haut) ;
> > Sell=Cross(Bas,C) ;
> > PlotShapes(Buy*shapeUpTriangle,colorBlue,0,L,-20);
> > PlotShapes(Sell*shapeDownTriangle,colorRed,0,H,-40);
> > _SECTION_END();
> > ------------------------------------------- 
> > Merci
> >  
> > YLTech ( Yves L. )
> >  
> > Le présent message et les documents qui y sont joints sont réservés
> > exclusivement au destinataire indiqué. Il est strictement interdit d'en
> > utiliser ou d'en divulguer le contenu. Si vous recevez le présent message
> > par erreur, veuillez le détruire S.V.P. et nous en aviser immédiatement afin
> > que nous puissions corriger nos dossiers. Merci.
> >  
> > This message and the attached documents may contain privileged or
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> > unauthorized disclosure is strictly prohibited. If you happen to receive
> > this message by error, please delete it and notify us immediately so that we
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> >  
> > yltech@
> >
>




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