Exrem is used to remove excess signals, however, i have noticed that this can potentially miss the first buy signal when backtesting. This is because a buy will only be triggered after a sell, and vise versa.
So lets say i am backtesting a specific timeframe.
Even though a buy signal criteria is met, it will only buy if the preceding signal (before the backtesting start date) was a sell. If the preceding signal is a buy, the new buy will not be triggered.
Has anyone else come across this and know of a smart way to code around this issue?
Buy = ExRem(Buy, Sell); Sell = ExRem(Sell, Buy);