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Re: AFL for Time based stop ?



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Thank you Jayson and Anthony for your replies ..

Sam

--- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> 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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