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Hi MG:
I managed to understand and able to code the delay 1 bar signal.
But, still can't do the same thing on PREV part. I believe there is
a distance between my humble IQ and your incredible knowledge.
Good trading!
Gary
--- In equismetastock@xxxxxxxxxxxxxxx, mgf_za_1999 <no_reply@xxxx>
wrote:
>
> Hi Gary,
>
> The trick really is in the condition - the LX - of entry or exit.
Ref
> just provides a mechanism to delay the entry or exit.
>
> Suppose you have *any* signal, say LX
>
> LX := some stuff
>
> Now you want to act on LX, but only after a one bar delay. Then use
> the ref function as follows:
>
> LX1 := Ref(LX,-1);
>
> This is *exactly* the same as LX, just one bar behind which is what
> you are looking for I suppose. So, in stead of using LX as say long
> exit, you now use LX1 and the exit comes a bar later. Again, the
trick
> is in LX, LX1 just delays it.
>
> You can use the same idea to get rid of the PREV, as
>
> PREV = Ref(x,-1)
>
> PREV works on recursion, so there is some fancy stuff you can do
with
> it, but it generally is better to replace or recode your stuff to
work
> with the Ref(x,-1) mechanism. An exponential average can be
>
> 0.8 * C + 0.2 * PREV
>
> It is not that easy to do away with PREV, but you can repeatedly
write
> this out as
>
> 0.8 * C + 0.2 * ( 0.8 * Ref(C,-1) + 0.2 * Ref(PREV,-1))
>
> and so on, until you get something, in math, like
>
> 0.8 * SUM ( 0.2 ^ i * Ref(C,-i) )
>
> It gets complex, and I'm a bit rusty, so I'm not doing it even on
your
> code and the stuff up here is a bit shaky and not tested. But it
does
> serve to illustrate the point.
>
> Regards
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://www.ferra4models.com
> http://fun.ferra4models.com
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "richr4ever"
<richr4ever@xxxx>
> wrote:
> >
> > Hi MG:
> >
> > Thanx for the lines. But, I don't really get it all. Can you
post
> > some examples, especially on delay execution with 1 bar for the
Long
> > Exit, so that I can have better ideas of coding it?
> >
> > My only idea now is Ref(LX,-1)=1. But will it refer to my
previous
> > LX signal when current LX condition is not yet fulfil?
> >
> > Thank yoU!
> >
> > Gary.
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, mgf_za_1999
<no_reply@xxxx>
> > wrote:
> > >
> > > Hi Gary,
> > >
> > > Try the ref(x,-n) function, which references or 'delays' a
time
> > > series x with n periods. So you could do something like
calculate
> > > two triggers,
> > >
> > > Trigger1 := some stuff
> > > Trigger2 := some stuff, based on Ref(Trigger1,-1)
> > >
> > > and use Trigger2. I did not attempt to do it with your code,
but
> > > hope you get the idea. The same applies for your entry/exit
code.
> > In
> > > stead of using say signal, use Ref(signal,-1) to delay
execution
> > > with 1 bar.
> > >
> > > Regards
> > > MG Ferreira
> > > TsaTsa EOD Programmer and trading model builder
> > > http://www.ferra4models.com
> > > http://fun.ferra4models.com
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "richr4ever"
> > > <richr4ever@xxxx> wrote:
> > > >
> > > > Hello to all:
> > > >
> > > > I have two questions here. One about eliminating the PREV
and
> > one
> > > on
> > > > signal delay.
> > > >
> > > > For PREV, I have the below codes:
> > > >
> > > > LE:=Condition A
> > > > SE:=Condition B
> > > > LX:=Condition C
> > > > SX:=Condition D
> > > > Trigger:=If( LE=1, 1, If(SE=1, -1, If((LX AND PREV=1) OR (SX
> > AND
> > > > PREV=-1),0,PREV)));
> > > > LEEntry:=Cross(Trigger,0.5 );
> > > >
> > > > How can I perfect the above codes by removing the PREV
function
> > > and
> > > > increase the codes efficiency, and without using any DLL?
> > > >
> > > > And for the signal delay, say the Long Exit's condtion is
met
> > on
> > > > current bar. But I want the Long Exit signal set to one bar
> > delay
> > > to
> > > > next bar's open. I am currently using BarsSince() function
but
> > I
> > > > wonder if there a better way to code it. I don't want to use
> > the
> > > > System Tester feature for this purpose.
> > > >
> > > > Many thanx in advance!
> > > >
> > > > Gary.
> > > >
> > >
> >
>
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