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Re: [amibroker] Re: Help Please !!!How to control sell time with Barsince for more than 1 stocks


  • Date: Tue, 9 Mar 2010 05:43:30 -0500
  • From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
  • Subject: Re: [amibroker] Re: Help Please !!!How to control sell time with Barsince for more than 1 stocks

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Is this not valid then ?
 
Buy = 1;
Buy = ExRemSpan( Buy, 5 );
Sell = Ref( Buy, -5 );
 
 
----- Original Message -----
Sent: Tuesday, March 09, 2010 2:49 AM
Subject: Re: [amibroker] Re: Help Please !!!How to control sell time with Barsince for more than 1 stocks

 

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@xxxxxxxxxps.com, "Anthony Faragasso" <ajf1111@xxx> wrote:
  
Did you try:

Sell=exremspan(buy,5);


  ----- Original Message ----- 
  From: Tao 
  To: amibroker@xxxxxxxxxps.com 
  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

    


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**** 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
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