Hi,
This one is from Mr. Janeczko, he put it online as an example, but I cannot
find the link. Replace buy/sell,etc. witch your rules, the rest is pretty
much self-explanatory.
Buy = MACD() > 0 AND RSI() > 30;
Sell = MACD() < 0 OR Cross( 70, RSI() );
SetPositionSize(1,spsShares);
// now we would like to ensure that position is NOT
// exited during first MinHoldBars
MinHoldBars = 17; // say don't want to exit for first 17 bars since entry
// first filter out buy signals occuring outside testing range
Buy = Buy AND Status("barinrange");
BarsInTrade = 0;
for( i = 0; i < BarCount; i++ )
{
// if in-trade, then increase bar counter
if( BarsInTrade > 0 ) BarsInTrade ++;
else
if( Buy[ i ] ) BarsInTrade = 1; // on buy signal start counting
bars-in-trade
// if we are in trade - remove sells occurring too soon
if( BarsInTrade < MinHoldBars ) Sell[ i ] = 0;
else
if( Sell[ i ] ) BarsInTrade = 0; // on sell reset barsintrade flag
}
printf("barsintrade:\n");
WriteVal(barsintrade);
Greets,
Matthias
From: [email protected] [mailto:[email protected]] On Behalf
Of JEFF F
Sent: Donnerstag, 15. Juli 2010 00:41
To: [email protected]
Subject: [amibroker] Hold a trade for a minimum # of bars
Can anyone tell me how to hold a trade for a minimum # of bars (such as 3)
before checking for a sell signal?
I have tried settradedelay(0,3,0,0) but when i backtest, the trade still
happens the next day. Same with changing the delay within the settings
button.
Any help is appreciated.
Thanks
