Have a look at DaysSince1900. Mike
--- In [email protected], "bistrader" <bistra...@...> wrote: > > 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" <sfclimbers@> 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. > > > > > >
