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Graham,
Thank you very much. Your code didn't work as-is (it caused an exit
the day after every entry) but your use of LastValue led me to a new
round of experimentation that led to a solution. At first I
identified the last bar by Close==EndValue(Close) AND High==EndValue
(High)...etc. That's workable and I was able to get the backtester
to not enter a position on the last bar and to close any open
positions on the last bar. The only drawback was that any bar with
the same OHLC as the last bar would get the same treatment. My
revised solution avoids that problem:
x=Cum(1)==LastValue(Cum(1)); // last bar
y=Cum(1)!=LastValue(Cum(1)); // not the last bar
Buy = Close<(1.3*BBandBot(Close,10,1.5)) AND y; // don't buy last bar
Buy = ExRemSpan( Buy, 10 );
Sell = Ref( Buy, -10 ) OR x; // sell after 10 days or at close of
last bar
Capital = 100000;
PositionSize = -5;
The solution seems surprisingly simple now but it's still a fair
accomplishment for my pea-sized Amibroker brain. Thanks for your
help.
Wayne
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Have you tried something like this
>
> Exit = ( Now(3) - lastvalue( datenum() ) ) > 10;
>
> Cheers,
> Graham
>
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