Re: Logic problem -- missing initial signal after filter

  •  04-07-2007, 1:50

    Re: Logic problem -- missing initial signal after filter

    Wouldn't the "INIT OR xxx" take care of that?

    Code:

    Buy:=Cross(RSI(14),30);
    Sell:=Cross(70,RSI(14));
    init:=Cum(IsDefined(Buy+Sell))=1;
    short:=BarsSince(init OR sell)<BarsSince(init OR buy);
    long:=BarsSince(init OR buy)<BarsSince(init OR sell);
    flag:=long-short;
    flag*(flag<>Ref(flag,-1));

    As "-1" and "+1" are used for signals, the undefined state would be "0", if I understand things correctly.  Is that what you mean by "null" bars?

    Since you mentioned it -- just what does your "Xtend.dll" do?


    --Johnathan
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