Hi, Basically I scan 500 stocks everyday to find stocks that have buy signal(such as price have crossed MA 50). Then I buy the stocks and exit them in 5 days after I boought them.
MA=EMA(C,50); Buy = Cross( MA, C ); Sell = BarsSince(Buy)>5; But the backtester don't sell stocks exactly 5 days after I bought them. Say yesterday I bought stock A, today I bought stock B. The backtester will sell both A and B 5 days after today, which is not what I really want! What I want is to sell stock A 5 days after the time I bought A which is yesterday not today. Basically I want to have sell time for each stock to be 5 days after their individaul purchase dates. But "Sell = BarsSince(Buy)>5;" can't do that. Please help! Thanks a lot Tao
