How can I limit the minimum holding period from the time a position is opened not from time the buy signal was issued? The situation that I facing is that I get two buy signals, I buy after the first buy signal and I want to hold for at least two bars (including the entry bar). If I use Buy = ExRem(Buy, Sell); then if I use Sell = (ExitLong AND BarsSince(Buy)>=2); works fine. However then when I backtest and I have two consecutive buy signals and on the first buy siganl I don't have enough cash to buy but on the second buy siganl I have enough cash, it would not buy because the second signal is removed. Any suggestions are appreciated.
TIA
