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<<<FONT
color=#000000> If buy==1 and sell ==1 and the previous
buy has had a sell signal before today, then buy and sell on the same bar.
>>
Don't you have to know which came
first?
<FONT face=Tahoma
size=2>-----Original Message-----From: peter j
[mailto:amiabilityy@xxxxxxxxx]Sent: Wednesday, May 07, 2003 6:01
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Is
this possible? Its doing my head in.
Is it possible to create a trade flag for this.
With out using exrem,
If buy==1 and sell ==0, and the previous trade has been
closed ,then buy.
If buy==0 and sell==1 and in a trade which has not had
a sell signal, then sell.
If buy==1 and sell ==1 and the previous buy
has had a sell signal before today, then buy and sell on the same bar.
If buy ==1 and sell==1 and the previous buy has
not had a sell signal before today, then sell. (dont
place a new buy on the same bar that has a sell).
I guess this needs a loop.
Basically i am trying to bypass using exrem, to allow an entry and
exit on the same bar,
I dont want an a new entry placed when already in a trade, on
the day of the sell, as the trade was not closed.
2 entries before a sell would not be realistic.
This happens when using exrem.
The attached files shows a sample from a backtest using
exrem.
I am trying to avoid the same result as in the
attachment.
Peter.
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