That was the first thing that I did but is seems as if it starts countng from the time the signal was issued not from the time the position was entered.
Thanks for trying to help. --- In [email protected], "Gordon Sutherland" <[EMAIL PROTECTED]> wrote: > > Probably an obvious question but have you checked-out the AFL function: > > SetOption("HoldMinBars", 30 ); > > This does not require low level CBI. > > Regards, > Gordon Sutherland > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of tipequity > Sent: Tuesday, 25 September 2007 11:50 a.m. > To: [email protected] > Subject: [amibroker] Re: Min Holding Period Conundrum > > Further research showed me that the value of SellNow is not carried > outside CustomBackTest object to the Sell line. Does anybody see how > I can achieve my objective without having to use low level CBI and > ExitTrade? > > --- In [email protected], "tipequity" <l3456@> wrote: > > > > To solve this problem I decided to use CBI, however I am not > getting > > the results that I was expecting. Any help would be appreciated. > > > > SetBacktestMode( backtestRegularRaw ); > > SetCustomBacktestProc(""); > > > > MinHoldingPer = 2; > > > > if( Status("action") == actionPortfolio ) > > { > > bo = GetBacktesterObject(); > > bo.PreProcess(); > > for( i = 0; i < BarCount; i++ ) > > { > > for( OP = bo.GetFirstOpenPos(); OP; OP = bo.GetNextOpenPos() ) > > { > > if ( OP.BarsInTrade >= MinHoldingPer) > > Sellnow = 1; > > } > > bo.ProcessTradeSignals( i ); > > } > > bo.PostProcess(); > > } > > > > Sell = ExitLong OR SellNow == 1; > > > > > > > > --- In [email protected], "tipequity" <l3456@> wrote: > > > > > > 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 > > > > > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links >
