Hello,
My point is that it is obsolete and while it is valid it has drawbacks:
a) works only in regular backtest mode, does not work in raw, raw2,
raw2multi, and rotational modes
b) because exremspan processes entire array the formula would not take
into account "Range" setting
(i.e. buys will occur every 5th bar since the beginning of quotations,
not since "range" start, if range is not "all quotes", then first buy
may not occur on first in-range bar).
In order to account for range setting you would need to add
Status("barinrange")
c) its operation depends on trade delays being equal
ApplyStop method does _not_ have any of the above problems.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-03-09 11:43, Anthony Faragasso wrote:
Is this not valid then ?
Buy = 1;
Buy = ExRemSpan( Buy, 5 );
Sell = Ref( Buy, -5 );
----- Original Message -----
*From:* Tomasz Janeczko <mailto:[email protected]>
*To:* [email protected] <mailto:[email protected]>
*Sent:* Tuesday, March 09, 2010 2:49 AM
*Subject:* Re: [amibroker] Re: Help Please !!!How to control sell
time with Barsince for more than 1 stocks
Hello,
YOU MUST USE APPLYSTOP instead of ExRemSpan !!!
Sell = 0; //
|ApplyStop( *stopTypeNBar*, *stopModeBars*, 5 );| // 5- day stop !!!
That is the ONLY way of implementing N-bar stop that works
in ALL backtest modes !
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-03-08 23:54, Mike wrote:
That should read:
Sell = Ref(ExRemSpan(Buy, 5), -5);
http://www.amibroker.com/guide/afl/afl_view.php?id=50
Mike
--- [email protected], "Anthony Faragasso"<ajf1...@...> wrote:
Did you try:
Sell=exremspan(buy,5);
----- Original Message -----
From: Tao
To:[email protected]
Sent: Thursday, March 04, 2010 5:17 PM
Subject: [amibroker] Help Please !!!How to control sell time with
Barsince for more than 1 stocks?
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
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