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Sam,
I am not sure if this is what you are looking for.
This is from the Help file:
EXREMSPAN - remove excessive signals spanning given number of bars (AFL
2.0)
SYNTAX exremspan( ARRAY1, numbars )
RETURNS ARRAY
FUNCTION Removes excessive signals that span numbars bars since initial
signal.
(In other words first non-zero bar passes through, then all subsequent
non-zero bars are ignored (zero is returned) until numbars bars have
passed since initial signal. From then on a new signal may pass through)
This function makes easy writing exits after a fixed number of bars, for
example if you want to sell always 5 bars after the buy you should now
use combination of ExRemSpan and Ref(). It will work even if initial buy
array has lots of redundant signals:
EXAMPLE ;
Buy = Your buy condition here;
Buy = ExRemSpan( Buy, 5 );
Sell = Ref( Buy, -5 );
Anthony
samgrayy wrote:
> Hi all.
>
> Is there a way to implement a time-based stop in AFL
> I tried this .. but since there may be multiple buy signals during a
> trade I still see trades that last many more bars than 7 ..
>
> Sell = BarsSince (Buy) > 7 ;
>
> Thanks in advance,
> Sam Gray
>
>
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