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Thanks Roy - I find the MS ValueWhen() function for latch-type code
better suited than the BarsSince() function.
Furthermore, the signal flag can be coded to react to signals in
different ways.
For example, simultaneous entry/exit signals on the same bar can be
allowed to cancel each other. Or preference can be given to a new
entry if currently Short, new exit if currently Long.
====================
System trade signals
====================
---8<--------------------------
{ System trade signals v2.5 }
{ ©Copyright 2005 Jose Silva }
{ For personal use only }
{ http://www.metastocktools.com }
{ Note on simultaneous entry/exit on same bar:
#1 Ignore:
entry/exit signals cancel each other;
#2 Preference given to:
new entry if currently Short,
new exit if currently Long.}
{ Signals reference example }
entry:=C>Mov(C,21,E);
exit:=C<Mov(C,10,E);
{ User inputs }
plot:=Input("Signals: [1]Clean, [2]All, [3]Trade binary",1,3,1);
choose:=Input("Simultaneous entry/exit: [1]Ignore, [2]Preference",1,2,
2);
delay:=Input("Entry and Exit delay",-1,5,0);
{ Initialize }
Init:=Cum(IsDefined(entry+exit))=1;
{ #1 - Ignore entry/exit on same bar }
bin1:=ValueWhen(1,entry-exit<>0 OR Init,
entry-exit);
long:=bin1=1 AND (Alert(bin1<>1,2) OR Init);
short:=bin1=-1 AND (Alert(bin1<>-1,2) OR Init);
signals1:=long-short;
{ #2 - Preference to first entry/exit }
long:=entry AND (Alert(entry=0,2) OR Init);
short:=exit AND (Alert(exit=0,2) OR Init);
bin2:=ValueWhen(1,long-short<>0 OR Init,
long-short);
long:=bin2=1 AND (Alert(bin2<1,2) OR Init);
short:=bin2=-1 AND (Alert(bin2>-1,2) OR Init);
signals2:=long-short;
{ Select #1 or #2 }
binary:=If(choose=1,bin1,bin2);
signals:=If(choose=1,signals1,signals2);
{ Plot in own window }
Ref(If(plot=2,entry,0),-delay);
Ref(If(plot=1,signals,
If(plot=2,-exit,binary)),-delay)
---8<--------------------------
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxxx>
wrote:
> Hi Jose
>
> The simplicity of using ValueWhen() as a latch has just hit me.
> Brilliant.
>
> Adding an "initialisation" signal should help eliminate the annoying
> N/A, though in this case an N/A result would be as good as a zero
> result that no signal had been seen.
>
> ---8<------------------
> {+1 = Long, -1 = Short, 0 = no signal yet}
> x:=FmlVar("Trailing Stop - ATR Chandelier Exit", "SIGNALS");
> i:=Cum(x>-1)=1;
> ValueWhen(1,i OR x<>0,x)
> ---8<------------------
>
>
> Regards
>
> Roy
>
>
> Column C (Hold):
>
> ---8<------------------
> {+1 = Long, -1 = Short}
> x:=FmlVar("Trailing Stop - ATR Chandelier Exit", "SIGNALS");
> ValueWhen(1,x<>0,x)
> ---8<------------------
>
>
> jose
> http://www.metastocktools.com
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Robert Jolley" <rjolley@xxxx
> wrote:
> In the Exploration Editor:
>
>
> If
>
> Column A (Buy) has:
>
> FmlVar("Trailing Stop - ATR Chandelier Exit", "SIGNALS") =1
>
>
> Column B (Sell) has:
>
> FmlVar("Trailing Stop - ATR Chandelier Exit", "SIGNALS") =-1
>
>
> Then
>
> How can I code Column C (Hold) to look back and determine if the
> last signal was a Buy (1) or a Sell (0)?
>
>
>
> Robert Jolley
>
> The Smart Retirement <http://www.smartretirementinvestor.com/>
> Investor
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