[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Re: how to get rid of multiple signals from the same stock?



PureBytes Links

Trading Reference Links

Something to check...do you have money available to take the additional
trade?

Also I don't believe your code below will work due to ARRAY processing.
In order to track in_trade, you will need to build a loop and generate
Buy / Sell signals on a day by day basis. Basically the Buy = line is
executed ONCE for all bars and it never looks back so your in_trade
Array = 0 for all bars at the time the Buy statement is executed. You
can't see this in a plot or Explore because that happens after in_trade
is computed. 

in_trade = 0; // to control one trade per day
nuday = Day() != Ref(Day(),-1);  // to indicate a new day

Then my Buy code is
Buy = in_trade ==  0 AND LongCond1 AND {the rest of my buy conditions}

then comes my Sell code

followed by
Buy = exrem(buy,sell);

and

in_trade = Flip( Buy, nuday);  / to reset in_trade for 
the next day

--
Terry

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of ricko8294_98
Sent: Thursday, December 08, 2005 15:35
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: how to get rid of multiple signals from the
same stock?

Interesting chat about Yahoo delays, but I still don't have a 
satisfactory answer to my original question as to why AB ignores some 
variable values in a subsequent BUY signal on the same stock in the 
same day
Rick
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx> wrote:
>
> Hi - I was experiencing long delays (and still am sometimes ) 
between the time I posted a message and the time it appeared here - 
often hours, even *days* a couple of times. A while back I decided to 
start tracing my posts and discovered that the delay was usually not 
Yahoo's fault, it was occurring between 2 of Comcasts servers. Seems 
that service should be better for $50/month...   Just thought I would 
pass it along...
> 
> Steve
>   ----- Original Message ----- 
>   From: Joe Landry 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Thursday, December 08, 2005 8:46 AM
>   Subject: Re: [amibroker] Re: how to get rid of multiple signals 
from the same stock?
> 
> 
>   Intermilan04
> 
>   Should be less than 10 hours unless you're waiting for the daily 
digest! 
>   The response times that I experience between posting a note and 
seeing it on the forum is
>   minutes. 
>   Just ran a test just for you and it was less than 2 minutes out 
at 7:42 on the
>   Yahoo group forum at 7:44.
> 
>   I'll agree the search is frustrating. 
> 
>   Best regards
>   Joe 
>     
>     ----- Original Message ----- 
>     From: intermilan04 
>     To: amibroker@xxxxxxxxxxxxxxx 
>     Sent: Thursday, December 08, 2005 12:26 AM
>     Subject: [amibroker] Re: how to get rid of multiple signals 
from the same stock?
> 
> 
>     You have a valid point.  I might add that this board takes ten 
hours
>     before your message gets posted, too.
> 
>     --- In amibroker@xxxxxxxxxxxxxxx, "siu_john" <siu_john@xxxx> 
wrote:
>     >
>     > Well, I for one always want to search thru all messages first 
before
>     > posting since I like instant answers (but I am extremely 
impressed
>     > with the amibroker staff's response time, which is pretty 
close to
>     > instant :).  However, in this group, it is almost impossible 
since
>     > Yahoo groups don't provide that functionality.  They require 
you to
>     > click a million times in order to search thru all messages.  
Each
>     > search only searches 1% or so of the messages, even when no 
results
>     > are found within that percentage! -- I have no idea why Yahoo 
groups
>     > is so behind..  Google groups or almost any other msg boards 
search
>     > thru all messages instantly.  I believe much of the staff's 
time can
>     > be saved from answering repeat questions if this forum is 
moved to a
>     > better one.
>     > -john
>     > 
>     > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> 
wrote:
>     > >
>     > > I think you will find you need to put this into a for loop, 
or add
>     > > more variables
>     > > 
>     > > Have you tried doing a search on the group archives as this 
sae
>     > > question has been discussed a number of times
>     > > 
>     > > --
>     > > Cheers
>     > > Graham
>     > > AB-Write >< Professional AFL Writing Service
>     > > Yes, I write AFL code to your requirements
>     > > http://e-wire.net.au/~eb_kavan/ab_write.htm
>     > > 
>     > > 
>     > > 
>     > > 
>     > > On 12/8/05, ricko8294_98 <ricko@xxxx> wrote:
>     > > > I am having a similar problem with eliminating a second 
(or more)
>     > > > trades on the same stock during the same day.  I have 
included exrem
>     > > > to eliminate multiple buys before a sell signal is given 
and I don't
>     > > > want to use a time restriction.
>     > > >
>     > > > What my 3 minute bar system has (in part) is the 
following:
>     > > >
>     > > > in_trade = 0; // to control one trade per day
>     > > > nuday = Day() != Ref(Day(),-1);  // to indicate a new day
>     > > >
>     > > > Then my Buy code is
>     > > > Buy = in_trade ==  0 AND LongCond1 AND {the rest of my buy
>     conditions}
>     > > >
>     > > > then comes my Sell code
>     > > >
>     > > > followed by
>     > > > Buy = exrem(buy,sell);
>     > > >
>     > > > and
>     > > >
>     > > > in_trade = Flip( Buy, nuday);  / to reset in_trade for 
the next day
>     > > > but retain the value (which becomes "1" on the bar where 
the first
>     > > > buy is executed).
>     > > >
>     > > > The system will occasionally issue a second buy signal on 
the SAME
>     > > > stock on the SAME day (I can tell because I plot the buy 
arrows)
>     EVEN
>     > > > THOUGH the Interpretation window tells me the value of 
in_trade at
>     > > > that point is 1 (not 0 as required by the Buy code).
>     > > >
>     > > > So - 2 questions
>     > > > 1 how can I eliminate the second trade on the same stock 
on the same
>     > > > day (my primary objective)?
>     > > >
>     > > > 2. why does the Buy code ignore the in_trade ==0 part of 
the code?
>     > > >
>     > > > TIA
>     > > > Rick
>     > > >
>     > > >
>     > > >
>     > > >
>     > > >
>     > > > --- In amibroker@xxxxxxxxxxxxxxx, Graham 
<kavemanperth@xxxx> wrote:
>     > > > >
>     > > > > you can use exrem to remove additional signals
>     > > > > you can use code to only include the first signal of 
the day, or
>     > > > even
>     > > > > withi certain time paramters, and exclude others
>     > > > > It is just matter of adding the right conditions to the 
buy/sell
>     > > > statements
>     > > > >
>     > > > > Buy = ???;
>     > > > > Sell = ???;
>     > > > > Buy = exrem(buy,sell);
>     > > > >
>     > > > > eg if you only want to buy beofre 10am in the morning
>     > > > > Buy = YourBuyConditions and timenum()<100000;
>     > > > >
>     > > > > There are a few other ways but could need tailoring to 
your system
>     > > > > --
>     > > > > Cheers
>     > > > > Graham
>     > > > > AB-Write >< Professional AFL Writing Service
>     > > > > Yes, I write AFL code to your requirements
>     > > > > http://e-wire.net.au/~eb_kavan/ab_write.htm
>     > > > >
>     > > > >
>     > > > > On 12/7/05, siu_john <siu_john@xxxx> wrote:
>     > > > > > Hi Tomasz or anyone,
>     > > > > >  I am doing AA scans/explores on a group or all of my 
stocks and
>     > > > in
>     > > > > > too many times, the signal happens multiple times 
thru out the
>     > > > day for
>     > > > > > the same stock.  Thus my results are flooded with too 
many
>     siganls
>     > > > > > instead of the only few stocks that are actually 
returned.
>     > > > > > I am wondering how do I return either:
>     > > > > >  - the latest signal only per stock (for latest 
signal purpose)
>     > > > > >  and/or
>     > > > > >  - the first signal and skip to analyse next stocks 
in question
>     > > > (for
>     > > > > > execution speed purpose)
>     > > > > >
>     > > > > > Also, is there a _REAL_ reason to seperate the 
functionality of
>     > > > Scans
>     > > > > > and Explorations?  I find it that I like reporting 
power of
>     > > > > > explorations (Scans don't execute Filters, AddColumn()
s, etc.)
>     > > > and the
>     > > > > > automation of scans (checkbox of "Scan every x-
minutes" don't
>     > > > apply to
>     > > > > > explorations).   But seems like I can't have both 
because of the
>     > > > > > artifically created distinctions..  It would be so 
great if
>     we can
>     > > > > > have both! (unless there's a much better reason for 
the
>     > > > seperation).
>     > > > > >
>     > > > > > thank you so much,
>     > > > > > -john
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > > Please note that this group is for discussion between 
users
>     only.
>     > > > > >
>     > > > > > To get support from AmiBroker please send an e-mail 
directly to
>     > > > > > SUPPORT {at} amibroker.com
>     > > > > >
>     > > > > > For other support material please check also:
>     > > > > > http://www.amibroker.com/support.html
>     > > > > >
>     > > > > >
>     > > > > > Yahoo! Groups Links
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > > >
>     > > > >
>     > > >
>     > > >
>     > > >
>     > > >
>     > > >
>     > > >
>     > > >
>     > > > Please note that this group is for discussion between 
users only.
>     > > >
>     > > > To get support from AmiBroker please send an e-mail 
directly to
>     > > > SUPPORT {at} amibroker.com
>     > > >
>     > > > For other support material please check also:
>     > > > http://www.amibroker.com/support.html
>     > > >
>     > > >
>     > > > Yahoo! Groups Links
>     > > >
>     > > >
>     > > >
>     > > >
>     > > >
>     > > >
>     > > >
>     > >
>     >
> 
> 
> 
> 
> 
> 
> 
>     Please note that this group is for discussion between users 
only.
> 
>     To get support from AmiBroker please send an e-mail directly to 
>     SUPPORT {at} amibroker.com
> 
>     For other support material please check also:
>     http://www.amibroker.com/support.html
> 
> 
> 
> 
> 
> --------------------------------------------------------------------
--------
>     YAHOO! GROUPS LINKS 
> 
>       a..  Visit your group "amibroker" on the web.
>         
>       b..  To unsubscribe from this group, send an email to:
>        amibroker-unsubscribe@xxxxxxxxxxxxxxx
>         
>       c..  Your use of Yahoo! Groups is subject to the Yahoo! Terms 
of Service. 
> 
> 
> --------------------------------------------------------------------
--------
>







Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links



 




------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/