I 've got code like below. But i don't know how to limit sum of short, buy transaction to 1. At whis moment i can do it seperatly to short and seperetly to buy. But i need to do it for sum of them - both them together and morover i need them interchangebly ( next possible transaction after buy have to be sell/short). Thanks for any help :)
tradesperday=1; dn = DateNum(); newDay=Ref(dn,-1)!= dn; bsnd=BarsSince(newDay); CondBuy=..; CondShort=..; LongSignalSum=IIf(newDay,CondBuy,Sum(CondBuy,bsnd)); ShortSignalSum=IIf(newDay,CondShort,Sum(CondShort,bsnd)); Buy= LongSignalSum<=tradesperday AND CondBuy ; Sell=ShortSignalSum<=tradesperday AND CondShort ; Buy = ExRem(Buy, Sell); Sell = ExRem(Sell, Buy); Short=Sell; Cover=Buy; -- Best regards raskoks
