Re: [amibroker] Exit not on day of entry

Tue, 05 Sep 2006 21:50:01 -0700

you have the sell with the same condition as the buy, so you will always get a buy before the sell is determined

Buy=O>Ref(C,-1);
Sell= Buy==0 AND O>Ref(C,-1);
same as saying Sell= Buy==0 AND Buy==1; which can never happen

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Graham
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On 06/09/06, compoundinfinity <[EMAIL PROTECTED]> wrote:
I am trying to code up a simple system on daily bars where the exit
condition is only activated if there was no entry on that day.  As an
example, I want to buy the open if it is > yesterday's close.  A long
position is kept until the exit condition is true, which is sell
today's open if it is > yesterday's close.  Once the sell is
activated, we can get a new buy signal tomorrow.

This is what I've done but it doesn't work:

Buy=O>Ref(C,-1);
BuyPrice=O;
Sell= Buy==0 AND O>Ref(C,-1);
Buy=ExRem(Buy,Sell);
SellPrice=O;

It only generates 1 long entry at the beginning of the series which is
never closed.  When I do an exploration it appears to be doing the
right thing (the buy vector goes to zero after the initial signal),
but the sell vector never returns true even though the condition is met.

Any suggestions as I am stumped.

Thanks





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