Is it possible to
create an array that has a different number of bars than the total bars in a
test period?
I want to take the
equity line (or price line) and "assemble" an array of the close values only
when a buy signal is in effect.
Take a Buy and Sell
signal, and collect the closing prices of the current symbol ONLY WHEN the buy
signal is in effect.
Assume further that
over a 1000 bar backtest, the Buy signal is on for 600 bars and the Sell signal
is on for 400 bars. The total number of bars in the test is
1000.
How can one "stack
up" the buy periods so they are "end to end" rather than being interspersed with
Sell periods?
The resulting
"During Buy" array would only have 600 bars.
All I can think of
(conceptually) is manipulation of bar numbers and addition of the bar number
only when the Buy signal is on.
Is any of this
possible?
Thanks for any
comment.
Ken
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