|
PureBytes Links
Trading Reference Links
|
Hi Haders --
Here is a code snippet that combines two signals.
Beware -- Perhaps you intentionally chose examples with very little meaning, but your examples are computing levels or states,
rather than impulses.
Compare these two statements:
C>MA(C,5); gives a state -- it is true on every bar where C is > MA(C,5)
Cross(C,MA(C,5)); gives an impulse -- it is true on those few bars where C is > MA(C,5), but C was <= MA(C,5) on the previous bar.
// TwoBuyConditions.afl
//
Cond6 = LinearReg( Foreign( "^RUT", "Close" ),100);
Cond7 = Ref( LinearReg(Foreign( "^RUT", "Close" ),100),-1);
BuySig1 = C>EMA(Close,100);
BuySig2 = RSI(2)<2;
//Essentially,if Cond6>Cond7 I wish to use Buy/Sell Signal #1.
//if not use Buy/Sell Signal 2.
Buy=IIf(Cond6>Cond7,BuySig1,BuySig2);
Thanks,
Howard
www.quantitativetradingsystems.com
On 11/6/07, haders2003 <
haders2003@xxxxxxxxx> wrote:
Hi
I'm trying to implement a system which uses different Buy/Sell rules
depending on the condition of a certain indicator. I'm using a 100
period linear regression of the Russell 2000 as this indicator.
Cond6 = LinearReg( Foreign( "^RUT", "Close" ),100);
Cond7 = Ref( LinearReg(Foreign( "^RUT", "Close" ),100),-1);
Buy=C>EMA(Close,100);//Buy signal 1
Sell=C<EMA(Close,100);//Sell signal 1
Buy=RSI(2)<2;Buy signal 2
ApplyStop( stopTypeNBar, stopModeBars,4 );//Sell signal 2
Essentially,if Cond6>Cond7 I wish to use buy/sell signal #1. If not
use Buy/Sell signal 2.
Have tried IIF Function as well as if-else loop, but no luck so far.
Any help would be appreciated
Regards
Haders
__._,_.___
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
![]()
__,_._,___
|