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I'm sure you probably know about this already, but I would really
like to find a solution for it.
I would like to implement a system such as
buy = cross( rsi, 70);
sell = barssince(buy) >30;
so that a share is bought if the rsi crosses the 70 mark, then hold
the share for 30 trading days. However I have noticed that if during
that 30 trading days the RSI drops under 70 and then meets the buy
criteria again ( ie cross(rsi, 70)), then my 30 days starts again
from when the second buy signal is generated... so some trades may
last for say 45 days if a second buy signal is generated at day 15.
Is there any way I can stop it doing this ??
Regards
David
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