AFL returns sell signal all the time

[satishvasu]

Hello All,

I have been able to calculate the vwap and and I have taken a diff of the close and vwap over the last x minutes and I have added buy and sell condition like this. The problem is it always returns a sell signal for all the bars irrespective of whether vwap_close is greater or less than vwap_close_stddev. I manually checked the values and they seem to be fine. Example. vwap_close is 7.5 and vwap_close_stddev is 64.6. Even in this case, a sell signal is returned. I am not very sure where am i going wrong. It could be something very silly. Please help

// Calculate vwap_close
vwap_close = Close - vwap;
vwap_close_stddev = StDev(vwap_close,2500,population = True);
Buy = (abs(vwap_close) > abs(vwap_close_stddev)) AND Close < ATP;
Sell = (abs(vwap_close) > abs(vwap_close_stddev)) AND Close > ATP;

[fxshrat]

AFL returns sell signal all the time

Try to understand the difference between state and signal form. Yours is state form.

Counting bars in trade resulting in 2 sell exit strategies

First you need to understand the difference between state and pulse form. BarsSince can be used if signal is in pulse form Buy = Cross( 22, RSI( 2 ) ); // pulse form of buy signal Your Buy is NOT in pulse form and you can’t use BarsSince then. Secondly, you are doing other mistakes such as using = (assignment) instead of comparison (==). These are basic mistakes that you need to get rid of otherwise all formulas will be wrong. https://www.amibroker.com/guide/a_mistakes.html Thirdly if …

How to Calculate the Number of Bars from Buy / Short signal

BarsSince(Buy) is the right answer as long as your buy signals are not repetitive . So you can use it if your Buy is in SIGNAL form (such as returned by Cross() function) Buy = Cross(Close, MA( C, 10 )); // SIGNAL form can be used with BarsSince but you can not use it if your Buy signal is in STATE form like this: Buy = Close > MA( C, 10 ); // STATE form can not be used with BarsSInce In state form you need to keep track of when you are "in-trade". In simple cases one can do this wit…

You may use ExRem to get from state to signal (pulse) form.

Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );

[satishvasu]

Thanks fxshrat.

I tried

Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );

No signals get generated when I do this

[PanoS]

Hi @satishvasu
I am really happy that you find a solution to your problem using the ExRem() function.

What I would like to ask you here, is because this is a very common question of many users.

If you like to help the community as fxshrat help you, can you please press The “Solved” button on fxshrat post?

Donot press the heart button that means you like that post.

As @fxshrat is have a lot of Likes and I am jealous just press the solved button. So everyone knows this particular post is solved, and in the future they can visit your post to read what happen, and how you solve the code

Thank you

The “Solved” button (checkmark) becomes visible when you click on (…) button left to the “Reply” button

…EDIT:
oups I just notice you may have a mistake
The ExRem() function goes below your Buy = something

Buy= some rules here ...
Sell = some rules here ...
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );

[satishvasu]

HI @PanoS,

The issue still persists. I have gone from too many signals to none now. Though I know that there are a few signals I am supposed to get by looking at the charts.

May be my understanding isnt right or there’s a different way of doing this.

I did click the “like” earlier for a post that was resolved. I will go back and click “solved” to that as well.

Thanks.

[PanoS]

thats why we said post your code.
maybe you have so many BUY contition …we camo guess your code

[satishvasu]

It was an issue with my code. I could fix it. The solution provided by fxshrat works.

Thanks for the help.