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Sorry about my bad english. I try to explain the problem another way.
The Flip() command does not work for some reason and that gives the
situation that the LongOpen and ShortOpen arrays are allways ZERO
giving the NoOpenPos allways ONE. This goes to the situation where I
only receive Buy and Sell signals and the short/cover check does not
work at all.
Or is it so that I am understood the Flip() command wrongly?!
I read that it will compare parameter arrays (from the beginning to
the newest one) one by one and if the 1st parameter array contains
newer TRUEs than the 2nd one (or ORed combination) the Flip() will
return TRUE and if not then FALSE...
Jan
--- In amibroker@xxxxxxxxxxxxxxx, "Pal Anand" <palsanand@xxxx> wrote:
> You can use ExRem function to remove multiple buy sell signals.
>
> Buy = ExRem(Buy,Sell);
>
> Sell = ExRem(Sell,Buy);
>
> Short = ExRem(Short,Cover);
>
> Cover = ExRem(Cover,Short);
>
> rgds, Pal
> --- In amibroker@xxxxxxxxxxxxxxx, "pip_hunter_2003"
> <pip_hunter_2003@xxxx> wrote:
> > After more deeply investigation I found a Flip() command. Here is
> the
> > more shortened version BUT anyway it does not work. The LongOpen
> and
> > ShortOpen are allways 0 (there is many Buy and Sell signals).
> >
> > I decided to put the whole testing script so you can see the
whole
> > picture:
> >
> > --- start of the clip ---
> >
> > // ---------------------------------------------------------------
--
> > // Calculate a signal point
> > // ---------------------------------------------------------------
--
> > SignalPeriod = Optimize("SignalPeriod", 60, 10, 100, 1);
> > SignalLine = ComplexProprietaryFunction(SignalPeriod);
> >
> > // ---------------------------------------------------------------
--
> > // Resolve the status of current position
> > // ---------------------------------------------------------------
--
> > Buy = Sell = Short = Cover = 0;
> > LongOpen = Flip(Buy, Sell OR Short OR Cover);
> > ShortOpen = Flip(Short, Sell OR Buy OR Cover);
> > NoOpenPos = NOT (LongOpen OR ShortOpen);
> >
> > // ---------------------------------------------------------------
--
> > // Buy if HI hits the signal line, Short if LOW hits the signal
line
> > // ---------------------------------------------------------------
--
> > Buy = IIf(NoOpenPos, Cross(High, SignalLine), 0);
> > Sell = IIf(LongOpen, Cross(SignalLine, Low), 0);
> > Short = IIf(NoOpenPos, Cross(SignalLine, Low), 0);
> > Cover = IIf(ShortOpen, Cross(High, SignalLine), 0);
> >
> > --- end of the clip ---
> >
> > Jan
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "pip_hunter_2003"
> > <pip_hunter_2003@xxxx> wrote:
> > > Ummm... There was an error in my clipped script here is the
> correct
> > > one,
> > >
> > > --- start of clip ---
> > >
> > > // Initialize the trade commands
> > > Buy = Sell = Short = Cover = 0;
> > >
> > > // Count the bars since last command
> > > Bu = BarsSince(Buy);
> > > Se = BarsSince(Sell);
> > > Sh = BarsSince(Short);
> > > Co = BarsSince(Cover);
> > >
> > > // Find out the status of latest position
> > > LongOpen = (Bu < Se) AND (Bu < Sh) AND (Bu < Co);
> > > ShortOpen = (Sh < Se) AND (Sh < Bu) AND (Sh < Co);
> > > NoOpenPos = IIf(LongOpen + ShortOpen, 0, 1);
> > >
> > > --- end of clip ---
> > > Jan
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "pip_hunter_2003"
> > > <pip_hunter_2003@xxxx> wrote:
> > > > Thank you very much for your reply. I think this can help me
in
> > > many
> > > > ways.
> > > >
> > > > Also after reading more carefully the AFL manual I found the
> > > function
> > > > BarsSince(). I think that by this function I can see the
status
> > (is
> > > > it long or short) of my latest position but I cannot get it
> work
> > > > correctly (maybe I am missing the nature of this function?!).
> > > >
> > > > Could you possible (or somebody else) check what is wrong
with
> my
> > > > following formulas in my backtesting script,
> > > >
> > > > --- start of clip ---
> > > >
> > > > // Initialize the trade commands
> > > > Buy = Sell = Short = Cover = 0;
> > > >
> > > > // Count the bars since last command
> > > > Bu = BarsSince(Buy = 1);
> > > > Se = BarsSince(Sell = 1);
> > > > Sh = BarsSince(Short = 1);
> > > > Co = BarsSince(Cover = 1);
> > > >
> > > > // Find out the status of latest position
> > > > LongOpen = (Bu < Se) AND (Bu < Sh) AND (Bu < Co);
> > > > ShortOpen = (Sh < Se) AND (Sh < Bu) AND (Sh < Co);
> > > > NoOpenPos = IIf(LongOpen + ShortOpen, 0, 1);
> > > >
> > > > --- end of clip ---
> > > > Jan
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Pal Anand"
<palsanand@xxxx>
> > > wrote:
> > > > > /* in Indicator Builder after running the back-test to see
> the
> > > > chart
> > > > > of the number of Open long and short positions of your
> system.
> > > Use
> > > > > the following code: */
> > > > >
> > > > > Graph1 = Foreign( "~OpenLongPosCount", "V");
> > > > > //Plot(Graph1,"OpenLongPosCount",1,style=1,0,20);
> > > > > Graph2 = Foreign( "~OpenShortPosCount", "V");
> > > > > //Plot(Graph2,"OpenShortPosCount",2,style=1,0,20);
> > > > > //Plot(5,"MaxOpenPos",colorYellow);
> > > > >
> > > > > rgds Pal
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