Re: [amibroker] Re: BUY and SELL signal on same bar cashflow problem

[Tomasz Janeczko <groups@xxxxxxxxxxxxx>]

Hello,

Your formula is wrong. All delays in SetTradeDelays *must be the same*,
otherwise you could change the order of events (which is happening in your formula).

Also for N-bar stop use ApplyStop, not ExRemSpan.

Correct formula looks as follows:

Buy = 1;
Sell = Cover = Short = 0;

BuyPrice = Open;
SellPrice = Close;

TradeDays = 3;
ApplyStop( stopTypeNBar, stopModeBars, TradeDays );

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-03-08 23:02, mbausys wrote:

> > //--- cut here ---
> > Buy = Sell = Short = Cover = False;
> > BuyPrice = SellPrice = ShortPrice = CoverPrice = 0;
> > SetOption("MaxOpenPositions", 1);
> > SetPositionSize(100, spsPercentOfEquity);
> > SetTradeDelays(1,0,1,0);
> > TradeDays = 3;
> > BuyPrice = ShortPrice = Open;
> > SellPrice = CoverPrice = Close;
> > Buy = ExRemSpan(True, TradeDays);
> > Sell = Ref(Buy, -TradeDays); 
> > //--- cut here ---
  

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