It depends on the Buy conditions. If this can have signals within the LExitDays bars then your Sell=Ref(Buy, -LExitDays) ; will reset for each new buy signal. The exrem does not appear until afterwards so has no effect. The 2 methods would be to either use exrempsan, or Equity
Buy= ExRemSpan(Buy, LExitDays); Sell=0; ApplyStop(stopTypeNBar, stopModeBars, LExitDays, True, False ); or Sell=0; ApplyStop(stopTypeNBar, stopModeBars, LExitDays, True, False ); Equity(1,0); the use of equity also allows for you to plot the sell on the chart using plotshapes as it assigns a number to the sell array depending on which type of applystop is used PlotShapes( shapeDownArrow*(Sell>0), colorRed, 0, H, -10 ); -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 07/06/07, jacklweinberg <[EMAIL PROTECTED]> wrote: > Question: > Whay are the results of the following two code segments so very > different? > Code A: > Sell=False; > Buy= ExRem(Buy, Sell); > Sell= ExRem(Sell, Buy); > ApplyStop(stopTypeNBar, stopModeBars, LExitDays, True, False ); > > Code B: > Sell=Ref(Buy, -LExitDays) ; > Buy= ExRem(Buy, Sell); > Sell= ExRem(Sell, Buy); > ApplyStop(stopTypeNBar, stopModeBars, LExitDays, True, False ); > > In the results, Code A shows some trades as "Long(n-bar)", and Code B > shows those same trades as just "Long". That I understand. > However, Code A generates 151 trades while Code B generates 628 > trades. > All other parts of the trading system are the same! >
