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To solve this problem I decided to use CBI, however I am not getting
the results that I was expecting. Any help would be appreciated.
SetBacktestMode( backtestRegularRaw );
SetCustomBacktestProc("");
MinHoldingPer = 2;
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
for( i = 0; i < BarCount; i++ )
{
for( OP = bo.GetFirstOpenPos(); OP; OP = bo.GetNextOpenPos() )
{
if ( OP.BarsInTrade >= MinHoldingPer)
Sellnow = 1;
}
bo.ProcessTradeSignals( i );
}
bo.PostProcess();
}
Sell = ExitLong OR SellNow == 1;
--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> wrote:
>
> How can I limit the minimum holding period from the time a position
is
> opened not from time the buy signal was issued? The situation that
I
> facing is that I get two buy signals, I buy after the first buy
signal
> and I want to hold for at least two bars (including the entry bar).
> If I use Buy = ExRem(Buy, Sell);
> then if I use Sell = (ExitLong AND BarsSince(Buy)>=2);
> works fine. However then when I backtest and I have two consecutive
buy
> signals and on the first buy siganl I don't have enough cash to buy
but
> on the second buy siganl I have enough cash, it would not buy
because
> the second signal is removed.
> Any suggestions are appreciated.
>
> TIA
>
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