ExRemSpan(Buy, #holdbars) for Buy signals with ExRem(Sell, Buy) for Sell signals might get around the Catch-22. GRANT
gp_sydney wrote: > Due to the way array maths works, you can't normally use operations of > the form: > > <exitCondition> = BarsSince(<entryCondition>); > > This is because the entry array will likely have more signals than > will ultimately be used once the exit array is defined (ie. there will > likely be entry signals ignored because there's already a trade in > progress), and BarsSince() will always be from the most-recent entry > signal, even if it's one that's ultimately ignored. The first thought > is usually to remove the excess entries with ExRem(), but you can't do > that until after the exit array has been defined, so you have a > Catch-22 situation. > > For iterative operations like this, you need to use a loop and work > through the arrays bar by bar, so that you can both create the exit > array and remove excess entry signals at the same time. > > So you don't need to use the CBT, just a loop. > > GP > > > --- In [email protected], "trustdnb" <[EMAIL PROTECTED]> wrote: >> Is there a way to exit unprofitable trades after a certain number of >> bars without using the CBT? Essentially what I want is an Nbar stop >> that only triggers on unprofitable trades, without stopping winners. >> >> My weak attempt did not work: >> >> Short = /*short fomula */; >> ShortExit = BarsSince(Short) > 12 AND C >= ValueWhen(Short, C); >> Cover = ShortExit; >> > > > > ------------------------------------ > > 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 > > > > > No virus found in this incoming message. > Checked by AVG - http://www.avg.com > Version: 8.0.138 / Virus Database: 270.6.6/1621 - Release Date: 8/19/2008 > 6:53 PM > > >
