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Andrew
> I've been concerned about backtesting systems where the indicators used have
> a significantly different timescale. For example, if I compare a 200 bar
> moving average crossover system with a similar, 10 bar system, then the 10
> bar system is going to start generating signals 190 bars earlier than the
> 200 bar one, which will make nonsense out of the comparison. I have started
> including a 250-bar delay in my entry signals, viz
>
> EL:= Fml(long entry) AND cum(1)>250;
> Etc.
>
> This seems to be working (although I haven't tested it exhaustively), but I
> am curious what solutions others have used.
>
> Also, I am wondering if this might cause problems with Roy's Initiation
> variable in latch formulas.
The thing with an "Init" variable is that it signals when both (or all) variables are defined. No
need for any other delay. The IsDefined() and IsUndefined() functions can also be used in this way
although there'll rarely be a situation where they are preferable and do the job better.
There's always the prospect of some code being at cross purposes with other code. But on a positive
note there are nearly always several solutions to any MS problem, and which one you use is just a
matter of personal choice.
Roy
> Thanks for your thoughts
>
> Andrew
>
> -----Original Message-----
> From: praktikus_ms [mailto:praktikus@xxxxxxxxxx]
> Sent: Monday, June 28, 2004 8:36 AM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Re: unnecessary repetitive signals
>
>
> Hormuz,
>
> Go to the files section of this group and search for a word document
> called 'Using Latches in MS.doc' by Roy Larsen. This should give you
> an idea about how solve this problem.
>
> A quick shot would be:
>
> {Trade Latch; Idea by }
> {2004 Roy Larsen, rlarsen@xxxxxxxxxxxxxx}
> Set:=Fml(your long therm buy signal);
> Reset:=Fml(your long term sell signal); Init:=Cum(Set+Reset>-1)=1;
> Trade:=If(BarsSince(Init+Set)<BarsSince(Init+Reset),1,-1);
> Trade; {swings between +1 and -1}
>
> This gives you an output of +1 for the buy signal and -1 for the sell
> signal. Just assign those to your expert signals and you should doing
> fine.
>
> Martin
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, hormuz maloo
> <hormuzmaloo@xxxx> wrote:
> > Hi everybody,
> > I am trying to program my own expert advisor, which
> > gives long-term buy and sell signals.
> > Have just got started, but I find that the buy or sell
> > signal is repeated everytime the pattern is found on
> > the chart.
> > What I would like to do is see that a buy signal does
> > not follow a buy signal, ie a buy signal should occur
> > only if the previous signal was a sell signal and vice
> > versa.
> > Can somebody please show me a simple way to do this.
> > Thanks in advance,
> > Hormuz Maloo
>
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> Yahoo! Groups Links
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