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Hi Gary,
The trick really is in the condition - the LX - of entry or exit. Ref
just provides a mechanism to delay the entry or exit.
Suppose you have *any* signal, say LX
LX := some stuff
Now you want to act on LX, but only after a one bar delay. Then use
the ref function as follows:
LX1 := Ref(LX,-1);
This is *exactly* the same as LX, just one bar behind which is what
you are looking for I suppose. So, in stead of using LX as say long
exit, you now use LX1 and the exit comes a bar later. Again, the trick
is in LX, LX1 just delays it.
You can use the same idea to get rid of the PREV, as
PREV = Ref(x,-1)
PREV works on recursion, so there is some fancy stuff you can do with
it, but it generally is better to replace or recode your stuff to work
with the Ref(x,-1) mechanism. An exponential average can be
0.8 * C + 0.2 * PREV
It is not that easy to do away with PREV, but you can repeatedly write
this out as
0.8 * C + 0.2 * ( 0.8 * Ref(C,-1) + 0.2 * Ref(PREV,-1))
and so on, until you get something, in math, like
0.8 * SUM ( 0.2 ^ i * Ref(C,-i) )
It gets complex, and I'm a bit rusty, so I'm not doing it even on your
code and the stuff up here is a bit shaky and not tested. But it does
serve to illustrate the point.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "richr4ever" <richr4ever@xxxx>
wrote:
>
> Hi MG:
>
> Thanx for the lines. But, I don't really get it all. Can you post
> some examples, especially on delay execution with 1 bar for the Long
> Exit, so that I can have better ideas of coding it?
>
> My only idea now is Ref(LX,-1)=1. But will it refer to my previous
> LX signal when current LX condition is not yet fulfil?
>
> Thank yoU!
>
> Gary.
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, mgf_za_1999 <no_reply@xxxx>
> wrote:
> >
> > Hi Gary,
> >
> > Try the ref(x,-n) function, which references or 'delays' a time
> > series x with n periods. So you could do something like calculate
> > two triggers,
> >
> > Trigger1 := some stuff
> > Trigger2 := some stuff, based on Ref(Trigger1,-1)
> >
> > and use Trigger2. I did not attempt to do it with your code, but
> > hope you get the idea. The same applies for your entry/exit code.
> In
> > stead of using say signal, use Ref(signal,-1) to delay execution
> > with 1 bar.
> >
> > Regards
> > MG Ferreira
> > TsaTsa EOD Programmer and trading model builder
> > http://www.ferra4models.com
> > http://fun.ferra4models.com
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "richr4ever"
> > <richr4ever@xxxx> wrote:
> > >
> > > Hello to all:
> > >
> > > I have two questions here. One about eliminating the PREV and
> one
> > on
> > > signal delay.
> > >
> > > For PREV, I have the below codes:
> > >
> > > LE:=Condition A
> > > SE:=Condition B
> > > LX:=Condition C
> > > SX:=Condition D
> > > Trigger:=If( LE=1, 1, If(SE=1, -1, If((LX AND PREV=1) OR (SX
> AND
> > > PREV=-1),0,PREV)));
> > > LEEntry:=Cross(Trigger,0.5 );
> > >
> > > How can I perfect the above codes by removing the PREV function
> > and
> > > increase the codes efficiency, and without using any DLL?
> > >
> > > And for the signal delay, say the Long Exit's condtion is met
> on
> > > current bar. But I want the Long Exit signal set to one bar
> delay
> > to
> > > next bar's open. I am currently using BarsSince() function but
> I
> > > wonder if there a better way to code it. I don't want to use
> the
> > > System Tester feature for this purpose.
> > >
> > > Many thanx in advance!
> > >
> > > Gary.
> > >
> >
>
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