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That was the first thing that I did but is seems as if it starts
countng from the time the signal was issued not from the time the
position was entered.
Thanks for trying to help.
--- In amibroker@xxxxxxxxxxxxxxx, "Gordon Sutherland" <gosuth@xxx>
wrote:
>
> Probably an obvious question but have you checked-out the AFL
function:
>
> SetOption("HoldMinBars", 30 );
>
> This does not require low level CBI.
>
> Regards,
> Gordon Sutherland
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of tipequity
> Sent: Tuesday, 25 September 2007 11:50 a.m.
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Min Holding Period Conundrum
>
> Further research showed me that the value of SellNow is not carried
> outside CustomBackTest object to the Sell line. Does anybody see
how
> I can achieve my objective without having to use low level CBI and
> ExitTrade?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> >
> > 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@> 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
> > >
> >
>
>
>
>
> Please note that this group is for discussion between users only.
>
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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