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



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Graham
That didn't work.  Guess I'll have to explore loops.
Thanks for your input.
Rick

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> That makes it clearer
> Hers is one way to do it, another is to use a for loop, but try the
> simpler first
> 
> change your buy to buysig in your code
> 
> buysig = yourbuyconditions;
> 
> EndOfDay = cross( timenum(), 155959 ); //for end of trading day 
160000
> DoneTrade = flip(buysig,endofday);
> buy = buysig and ref(donetrade,-1)==0;
> 
> --
> 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 12/9/05, ricko8294_98 <ricko@xxxx> wrote:
> > As I mentioned, I use Exrem to get rid of extra Buy signals 
before a
> > sell signal.
> >
> > If I get a Buy then a sell (a completed trade)in the same day, 
then I
> > don't want a second trade in that stock that day.
> >
> > Rick
> > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> 
wrote:
> > >
> > > One thing needs clarification as I am confused to your 
requirements
> > >
> > > Are you trying to remove unwanted buy signals until a sell 
signal
> > occurs
> > > OR
> > > Are you wanting to remove additional trades during the day 
after the
> > > first one is completed?
> > >
> > >
> > > --
> > > 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 12/9/05, ricko8294_98 <ricko@xxxx> wrote:
> > > > Thanks for your reply.
> > > > I do have money - but it is tht next trade I DON'T want to 
take
> > so it
> > > > is no that - it is something in the code.
> > > > I appreciate your comments about array processing - something 
I
> > > > haven't quite sorted out in my mind yet.
> > > >
> > > > In the interest of my learning something here, you said the 
Buy =
> > > > line is executed once for all bars - yet there are often many 
buys
> > > > looking back into history - so buys happen more than once.
> > > >
> > > > I can also see the value of in_trade in the Interpretation 
window
> > > > (using Writeval() )and watch it change from 0 to 1 when the 
first
> > > > trade of the day occurs.  Yet the second buy in the same day
> > occurs
> > > > with in_trade = 1 even though one of the criteria for the Buy 
is
> > that
> > > > in_trade be equal to zero.  I may be trying to make things 
more
> > > > simple than they are - but I still do not understand.
> > > >
> > > > I do thank you for your input
> > > > Rick
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> 
wrote:
> > > > >
> > > > > 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
> > >
>







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