|
PureBytes Links
Trading Reference Links
|
Hello,
YOU MUST USE APPLYSTOP instead of ExRemSpan !!!
Sell = 0; //
ApplyStop( stopTypeNBar, stopModeBars, 5 );
// 5- day stop !!!
That is the ONLY way of implementing N-bar stop that works
in ALL backtest modes !
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-03-08 23:54, Mike wrote:
That should read:
Sell = Ref(ExRemSpan(Buy, 5), -5);
http://www.amibroker.com/guide/afl/afl_view.php?id=50
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxx> wrote:
Did you try:
Sell=exremspan(buy,5);
----- Original Message -----
From: Tao
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, March 04, 2010 5:17 PM
Subject: [amibroker] Help Please !!!How to control sell time with Barsince for more than 1 stocks?
Hi,
Basically I scan 500 stocks everyday to find stocks that have buy signal(such as price have crossed MA 50). Then I buy the stocks and exit them in 5 days after I boought them.
MA=EMA(C,50);
Buy = Cross( MA, C );
Sell = BarsSince(Buy)>5;
But the backtester don't sell stocks exactly 5 days after I bought them.
Say yesterday I bought stock A, today I bought stock B.
The backtester will sell both A and B 5 days after today, which is not what I really want!
What I want is to sell stock A 5 days after the time I bought A which is yesterday not today.
Basically I want to have sell time for each stock to be 5 days after their individaul purchase dates.
But "Sell = BarsSince(Buy)>5;" can't do that.
Please help!
Thanks a lot
Tao
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
__._,_.___
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
![]()
__,_._,___
|
|