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David,
Try using:
Sell = ref(buy,-30);
----- Original Message -----
From:
To: amibroker@xxxxxxxxxxxxxxx
Sent: 11/21/01 7:59:12 PM
Subject: [amibroker] AmiBroker BackTesting Irregularity
I'm sure you probably know about this already, but I would really like to find a solution for it.I would like to implement a system such asbuy = cross( rsi, 70);sell = barssince(buy) >30;so that a share is bought if the rsi crosses the 70 mark, then hold the share for 30 trading days. However I have noticed that if during that 30 trading days the RSI drops under 70 and then meets the buy criteria again ( ie cross(rsi, 70)), then my 30 days starts again from when the second buy signal is generated... so some trades may last for say 45 days if a second buy signal is generated at day 15.Is there any way I can stop it doing this ??RegardsDavidYour use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
--- John Pyle
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