you might be able to skip the backtester Essentially check the change in the equity curve between the last trade and current trade opportunity
Wrote this in an email so check for syntax e=equity(); // this is your equity curve lasttrade=flip(buy,sell); //if last trade is a buy then lasttrade =1 and stays 1 until a sell comes in buy=buy and ((lasttrade and (e>valuewhen(buy,e,2)) or not(lasttrade)); sell=sell and ((not(lasttrade) and (e>valuewhen(sell,e,2)) or lasttrade)); Good luck To: [email protected] From: [email protected] Date: Mon, 16 Nov 2009 14:27:33 -0800 Subject: [amibroker] If last trade was a loss, Skip trades in same direction as the loss Hi Everyone.... I've been getting more comfortable with AFL and have begun trying to recode many of my TradeStation systems into AFL... I need some help using the custom backtester to accomplish this: I want to track the last trade on a per symbol basis. If the last trade on a specific symbol in the portfolio was a loser, I want to skip signals in the same direction as the losing trade until I get a signal in the opposite direction for the specific symbol. Thanks in advance. _________________________________________________________________ Windows 7: I wanted simpler, now it's simpler. I'm a rock star. http://www.microsoft.com/Windows/windows-7/default.aspx?h=myidea?ocid=PID24727::T:WLMTAGL:ON:WL:en-US:WWL_WIN_myidea:112009
