I tried the ref approach but it uses market days and I need 30 calendar days.
As for subsequent buy signal, the clock would not start again as the security is still on a buy. I should have been clearer. Thanks. I'll continue to try to get calendar days out of this. --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Hi, > > You are not clear enough in your description. > > Using your example; A subsequent Buy came up before the 30 days were over. > So, do you start counting to 30 again from that Buy before selling? > > If no Sell signal came over the course of 30 days since a Buy, would you > still Sell? > > You will probably need to use ExRemSpan. > > For the case of hold exactly 30 bars then sell, regardless of redundant Buys > and regardless of whether or not a Sell occurred, you would do the following: > > Buy = ...; > Sell = Ref(ExRemSpan(Buy, 30), -30); > > Mike > > --- In [email protected], "bistrader" <bistrader@> wrote: > > > > Hello, > > > > I have a regular backtest with Buy and Sell statements. Is there a way to > > force the buy ONLY to stay on a buy for 30 days? > > > > Example: > > Buy = true 20 calendar days ago; > > Sell = true 8 calendar days ago; > > Buy - true yesterday; > > > > Want to force Buy to stay on buy for total of 30 days and then want to sell > > but only if another Buy signal did not come along. In this case, system > > would go on buy 20 days ago and stay on buy today since had another buy > > signal before 31 days was up, even though sell was true 8 days ago. > > >
