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Yes, that's true.
NB: usually no need to code it explicitely, as during backtesting redundant signals are automatically removed (except if you use SIGSCALEUP, SIGSCALEDOWN signals), because AB allows only 1 position of a stock in a portfolio at any given time.
Just look in the doc for custom back tester info, and/or inspect the detailed log generated by the back tester. 2009/12/1 rink <boyrinku@xxxxxxxxxxx>
ok
is it like if i buy 200 day high and 100 day low
suppose if i get signal on 10 oct to buy
next day there is another 200 day high so the system won't buy it again
unless next sell signal come
reply me if i am right?
thankyou for your great help
Robert Chevallier wrote:
Suppose you have the following Buy/Sell arrays
Buy: 0 1 1 0 1 0 0 0 0 0 1 1
Sell: 0 0 0 1 0 0 1 1 1 1 0 0
ExRem (Buy, Sell ) = 0 1 0 0 1 0 0 0 0 0 1 0
ExRem (Sell, Buy) = 0 0 0 1 0 0 1 0 0 0 0 0
It will remove redundants signals (ie: if you have multiple Buy
signals, only the 1st one will be keep (until the next Sell signal is
raised))
2009/12/1 rink <boyrinku@xxxxxxxxxxx>
Hello everybody
please elaborate in simple english what is this formula?
i read help file but cant understand it
says removes excessive signals:
returns 1 on the first occurence of "true" signal in Array1
then returns 0 until Array2 is true even if there are "true" signals in
Array1
in this formula i see this
Buy = H > Ref(HHV(H,200),-1);
BuyPrice = Ref(HHV(H,200),-1);
Sell = L < Ref(LLV(L,100),-1);
SellPrice = Ref(LLV(L,100),-1);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = L < Ref(LLV(L,200),-1);
ShortPrice = Ref(LLV(L,200),-1);
Cover = H > Ref(HHV(H,100),-1);
CoverPrice = Ref(HHV(H,100),-1);
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