|
PureBytes Links
Trading Reference Links
|
--- In amibroker@xxxx, "Dali" <dali_11@xxxx> wrote:
For example given the signal in order of time: [buy1,
> buy2, sell1, buy3, sell2, sell3], it will generate 2 trades [buy1-
sell1] and
> [buy3-sell2]. But what I want is [buy1-sell1] and [buy3-sell3] to be
> generate.
> Jon
Hi Jon,
I try to understand what you ask here:
As you describe, you want
buy 1=BUY #1
buy 2
sell 1=SELL #1
buy 3=BUY #2
sell 2
sell 3=SELL #2
A. It seems that you prefer the first "buy" and ignore the rest. O. K.
B. My question is about "sell". What do you want ?
The first pair #1, you sell with the first "sell" signal.
The second pair #2 you want something different, you
ignore the first "sell" and prefer the second "sell", or the
last "sell"
How do you know that a second "sell" will exist ?
When you are at day "sell 2", the rest is in the future.
I do not know how will you ignore the first "sell" you find.
If possible, please explain.
Thank you in advance.
Dimitris Tsokakis
|