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Sebastian, an easy solution here would be to code your binary so it
plots -1 on short trade periods, +1 on Long, 0 when neither. In
effect, your binary would now be a trinary plot.
Take a look at the "Trade signals" MS code in the "System/signal
indicators" section of http://www.metastocktools.com/#metastock
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, sebastiandanconia <no_reply@xxx
.> wrote:
>
> I've run into a problem with a binary signal and can't quite get my
> mind around how to solve it.
>
> I have a trend-following indicator where a binary signal "1"
> indicates "Up" and "0" indicates "Down." I sell-short on minor
> rallies when the trend-following indicator is at "0."
>
> When the binary indicator starts out (at the beginning of the data
> being tested) it's at "0", but there may or may not be an actual
> downtrend according to my trend definition. I may get a false
> signal to sell-short even though the trend isn't actually down, just
> because the indicator arbitrarily starts out at "0."
>
> I've read Roy's article about latches (and I've used his "Init"
> trick) but haven't been able to puzzle out how to address this
> problem.
>
> Is there a way out of this dilemma without waiting for a cycle
> of "buy" and "sell" to initialise, which will exclude trades at the
> beginning? Any way of taking all the trades according to the actual
> conditions, so I don't have to kick out any first "false" trades by
> hand during testing? Or is it simply better to exclude those first
> trades so that I only get "true" signals?
>
> TIA for any guidance on this.
>
>
> Luck to all,
>
> Sebastian
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