I am trying to program a trend reversal system in MetaStock. I have certain criteria for the market to generate a buy signal (say, a 50 period high), then another set of criteria for the market to generate a sell signal (say, a 20 period low)- I have successfully programed these into MetaStock experts. The issue is, often, when the market is trending higher, after a buy signal, the system will generate another buy signal, and again and again because the subseqent bars also meet my "buy" signal criteria (in this case, 50-day high) and after a sell signal, it will generate a sell signal again, again, and again, if the market keeps trending lower. My question: which function in MS I should use so that once a buy singal is generated, the next signal can only be sell, and once the sell signal is generated, the next system generated signal can only be buy? In other words, I want the system to generate a buy signal when the conditions for a buy signal are first met and then this buy signal will suppress the subsequent buy signals after it, until a sell signal is triggered, and then a fresh buy signal could be generated. Same with sell signals, once a sell signal is generated, the system won't generate additional repetitive sell signals until after a buy signal has been generated. I have gone through the manual and can't see another of the standard functions would enable me to do this. Thanks for pointing out the right direction!

Thank you so much, I have solved the issue by the method explained on this page, just as you have pointed out by searching the word "redundanct": http://forum.equis.com/forums/thread/883.aspx