The problem is probably that your data is changing directions quickly as the ticks come in. The problem is that AB scans your formula every time a tick comes in. When the lines, such as two MA lines, lie close together then they can cross quickly and give multiple signals, at times hundreds of signals in a few seconds. What you see is the buy arrow turning on and off again and again until the trend becomes established. I call these phantom signals because then do not persist on the chart. If you are sending orders based on your system your broker will see every one of them as you send in many orders a second. Is this the scenario you are working with?
If so this is a very difficult problem to solve because within a bar AB forgets what happens from one pass to the next as ticks come in. I tried using cross() but that does not work. IF you use Cross() logic or Exrem() you can find yourself on the wrong side of the market and you will take a huge loss waiting for your system to turn around. What finally worked better but not completely was to use two sets of the indicators, say two sets of MA lines, with different periods and AND them to give a confirmed signal. But if your signals are changing repeatedly that does not work well either. Another thing that works is force your system to wait until the end of the bar to generate a signal. But if you are trading futures you system can go hundreds of dollars against you by the end of the bar. Some bars lately on Russell futures are 15 points or more. I wouldn't want to wait for the end of that bar. Another is to use static variables to retain the state from pass to pass and use some logic or other signal to confirm the direction and then set that buy or short state. The you can also add momentum indicators such as Stochastic, RSI, RMI and so on to tell if you are over bought or sold and limit the direction the signal can take at that time. I actually use a combination of these things to create a stable signal. Well almost stable. A very volatile market will still cause multiple signals but much less than before. You can also count the number of times and shut your system down until the the rapid activity stops and then take a position in that trend. One bad result of this is that you may have a back test that shows very good gain. But when you run your system with live data it does not work well because the back test is working with static data that was cleaned up by the completed bar values. When data is coming in the close continually changes until the bar is complete and then you get the bar values that you know and love in your data file. I have a system that back tests 25,000% / year that will not even make a profit in real time due to the condition you are experiencing. One way to see this is to capture very short data, say 5 second data, and play that back into your system using Tools > BarReplay. This will help you see the problem and devise a method to control these phantom signals. Believe me this is a though nut to crack. Have fun storming the castle, Barry --- In amibroker@yahoogroups.com, "VenkatRamanan" <[EMAIL PROTECTED]> wrote: > > When we are using auto analyser for signal generation, buy and sell > signal appear properly but in live stream updatation we faced a > problem that is signal arrow appeared but it is suddenly > disappeared.How do i solve this problem? >
