|
PureBytes Links
Trading Reference Links
|
I have had a lot of trouble with this as well. If the system is very
simple, sometimes I found it easier to keep track of the trades myself.
I used the following to determine the exit price:
datevar=date;
if datevar<>datevar[1] then exitprice=close[1];
-----Original Message-----
From: Tabb Thrift [mailto:tthrift@xxxxxxx]
Sent: Monday, December 01, 2003 11:43 AM
To: OmegaList
Subject: SetexitonClose
Abhijit,
I use the SetExitonClose in seven different trading models and it works
on all of them when backtesting to 1996.
You might try:
If marketposition = 1 then setexitonclose;
if marketposition = -1 then setexitonclose;
Hope this helps...
tt
|