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hysteresis=a delay
form the hystera=later, after
For the Greek Language,
D. T.
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> David,
>
> The signal is generated because CCI moves sharply slightly above 0
then falls back
> below so sell then buy is generated.
> To eliminate such effects you may consider introducing some so-
called histeresis:
>
> Buy = CCI() > 10 ;
>
> Sell = CCI() < -10 ;
>
> Buy = ExRem( Buy, Sell );
>
> Sell = ExRem( Sell, Buy );
>
> You may even try to optimize this:
>
> histeresis = optimize( "Histeresis", 10, 0, 30, 1 );
>
> buy = CCI() > histeresis;
>
> sell = CCI() < -histeresis;
>
> Best regards,
>
> Tomasz Janeczko
>
> amibroker.com
>
> ----- Original Message -----
> From: David Holzgrefe
> To: amibroker@xxxx
> Sent: 04 October, 2001 23:50
> Subject: Re: [amibroker] Winning Systems
>
>
> Thanks Tom
> I was thinking more along the lines of an exploration code
> to create buy sell signals for backtesting.
>
> I tried this thinking it would capture the movements but it seem
to give false signals that done appear correct compared to chart .
>
> maybe I have read the signal wrong ?
>
>
> Buy = CCI() > 0 ;
>
> Sell = CCI() < 0 ;
>
> Buy = ExRem( Buy, Sell );
>
> Sell = ExRem( Sell, Buy );
>
>
>
> Thanks David
>
> Yahoo! Groups Sponsor
>
>
>
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