Ok, I've found the problem. BarsSince(Sell) and BarsSince(Cover) never =
anything because there is not Sells or Covers to get a value from and thus no
buys or shorts. Somehow I need to be able to allow the first buy or Short to
occur then everything will be ok.
Any suggestions?
thx,
----- Original Message -----
From: Ed Middleton
To: [email protected]
Sent: Thursday, June 28, 2007 11:48 AM
Subject: Re: [amibroker] Entry Time Delay
Also tried:
BarsSinceExit = Min(BarsSince(Sell),BarsSince(Cover));
Added to Buy and Short lines:
AND (BarsSinceExit > 0);
This should have gotten me in on the next 5 minute bar. No luck with this
procedure either. I'm missing something in my programming logic.
----- Original Message -----
From: jjj_98
To: [email protected]
Sent: Thursday, June 28, 2007 11:04 AM
Subject: [amibroker] Entry Time Delay
After exiting a trade I want to wait 5 minutes before re-entering a
trade so here's what code I've tried but it does not seem to be
making a difference in the next entry. Do you see any problems?
//Initialize last trade exit times
LastSellTime = LastCoverTime = 000000;
// Calculates Amount of time since last exit
TimeSinceLastTrade = Min((TimeNum() - LastSellTime),(TimeNum() -
LastCoverTime));
// I added this to my BUY and SHORT instructions so that the time to
re-enter the next trade must be greater than 5 minutes.
AND (TimeSinceLastTrade > 000500);
//In my logic added the following to get the time of the Last Sell
and Last Cover
if(Sell[i] == 1)
{
LastSellTime = TimeNum();
}
if(Cover[i] == 1)
{
LastCoverTime = TimeNum();
}
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