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<DIV><FONT size=2>Pete:</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>I'm not sure I understand your question, but
perhaps:</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV>BarsSince(BuySignal)</DIV>
<DIV>BarsSince(SellSignal)<BR></DIV>
<DIV> </DIV>
<DIV><FONT color=#000000 size=2>Where BuySignal and SellSignal are the functions
or variables that resulted in the signal [eg. Cross(Close,
Mov(Close,20,E))].</FONT></DIV>
<DIV> </DIV>
<DIV><FONT color=#000000 size=2>Let me know if I misunderstood.</FONT></DIV>
<DIV> </DIV>
<BLOCKQUOTE
style="BORDER-LEFT: #000000 solid 2px; MARGIN-LEFT: 5px; PADDING-LEFT: 5px">
<DIV><FONT face=Arial size=2><B>-----Original Message-----</B><BR><B>From:
</B>PeteB <<A
href="mailto:Pete.B@xxxxxxxx";>Pete.B@xxxxxxxx</A>><BR><B>To: </B>Metatock
List <<A
href="mailto:Metastock@xxxxxxxxxxxxx";>Metastock@xxxxxxxxxxxxx</A>><BR><B>Date:
</B>March 10, 1999 12:20<BR><B>Subject: </B>Coding
Question<BR><BR></DIV></FONT>
<DIV><FONT color=#000000 size=2>The question is simple but it has me
stumped. How can I determine, i.e. code, the Bars Since (barsince)
from a buy or sell signal in a system test application? In other words, what
is the DATA ARRAY function for these signals?</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Thanks in advance,</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Pete
Bock</FONT></DIV></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Wed Mar 10 14:11:39 1999
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From: "Dale Wingo" <dingo@xxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Subject: RE: Excel
Date: Wed, 10 Mar 1999 16:03:05 -0500
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Walter:
I've been monitoring your discussions using Excel and was wondering if you'd
be interested in starting a separate email list for just this topic? If so
we could begin one on a free service provided by http://www.onelist.com/ .
The people using the EOD service from Quotes Plus have been using this
service and it has been very useful..
Just a thought so that those of us into Excel and VB can get together and
discuss/share stuff..
Dale
> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Walter Lake
> Sent: Wednesday, March 10, 1999 2:56 PM
> To: Metastock bulletin board
> Subject: Excel
>
>
> Hi Jim
>
> Have been following your problems. Hope everything is resolved soon.
>
> As Guy mentioned, Metastock has excellent charting and other capabilities,
> etc. I wouldn't give up on it.
>
> I just assume that it is a "deadend" program. i.e., where is it
> going to be
> in 5 years time? I have a foot stack of email folders with MS indicator
> formulas from the past year. However indicators are not the "be
> all and end
> all" for trade system development for me. (Kaufman's, etc. influence
> probably)
>
> So I have to look at what's going to be "sitting on my desk" in 3
> to 5 years
> time.
>
> I don't believe that the benefits Vs the drawbacks of the commercial
> programs are going to continue to tip in the favour of the commercial
> programs. I just don't find them to be worth the hassle, whether they be
> Trade Station, MS, OT or whatever.
>
> So what's left? For me the answer is obvious. Do it myself.
>
> As far as programming goes. Any novice, like myself, starts off with
> formulas in the individual cells. All of Sweeney's MAE and MFE code is
> written like that. Lots of cut and paste, and using AutoFill or
> whatever its
> called. MS code, I have heard, was based on spreadsheet code, so it's very
> easy to code in Excel.
>
> Now I'm learning how to use macros and Visual Basic modules. They're
> actually a lot easier to learn than it was learning to find my
> way around in
> Excel.
>
> My workbooks build up pretty quickly from templates and modules. One
> workbook I'm working with has all of the end-of-day code from
> Street Smarts.
> It's written with macros and Visual Basic and is very powerful.
> The code for
> the reports is 6 pages of code but you just paste it in at the
> end of every
> worksheet test. This was done privately, and I don't have permission to
> release it.
>
> Excel has annoyances, but using VBA you can program your way around almost
> any annoyance. Lots of tips and support and addins and code are on the web
> and in books. More than you could ever possibly use. It's a very well
> supported program and the Redmond Rangers development group appear to be
> very very bright guys with a huge installed base to work with.
>
> As far as Excel97 being slow ... watching this puppy whiz through the
> "Street Smart" workbook ... it sure doesn't look slow to me. I think that
> I'm moving to a multiple computer set up with net connectors. Some
> reasonable used machines are coming on the market now below $400CDN ... so
> "slow" is a relative problem for me.
>
> The "web queries" dialog in Excel97 at "Data --> Get External
> Data --> Run
> Web Query" is pretty easy to work with either on your own or with
> the addins
> that I've posted. I personally prefer Habermann's idea of
> embedding the web
> query into each worksheet especially for futures contract work. Maybe if
> Perl and QuoteMonster work out that might be better. Perl is very
> well-respected in the UNIX community.
>
> If traders want to do explorations on a large universe of tradeables then
> use MS. If I want to do 500 "explorations" or "system tests" on a few
> tradeables then Excel is my ticket. My interest in spreads, days-in-trade,
> proven correct, MAE and MFE, bar patterns, etc. are all easier for me in
> Excel.
>
> I was scared ****less when I started down this path. It isn't so bad now.
> I'm working with some good guys who no longer post on the bulletin board.
> Other traders are coming out of the woodwork.
>
> There needs to be a lot of trust involved in working with Excel users
> because of the macro virus dangers when interchanging workbooks, for
> example, I won't send or receive workbooks from anyone that I
> don't know and
> trust to be careful. So that's another issue that needs to be
> talked about.
>
> ... will write later.
>
> Best regards
>
> Walter
>
>
>
>
>
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