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Only TJ can answer this for sure. Also, this might help:
http://groups.yahoo.com/group/amibroker/message/55484
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "pip_hunter_2003"
<pip_hunter_2003@xxxx> wrote:
> 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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