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<SPAN
class=885002220-15062003>Keith,
<SPAN
class=885002220-15062003>perhaps you are seeing more than one buy signal before
the sell?? try adding exrem to limit the number of buys to 1 prior to a
sell.
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Keith Bennett
[mailto:kbennett@xxxxxxxxxx]Sent: Sunday, June 15, 2003 10:42
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
BarsSince() not working as expected.A backtest results
in 50 trades:Buy = Condition 1;Sell = Condition 2:If I
change this to,Buy = Condition 1;Sell = Condition 2;Buy = Buy
and Barssince(Sell)>0;Sell = Sell and BarsSince(Buy)>0;then
the number of trades reduces to 27. I would have expected the
BarsSince()>0 statement to have no effect on the number of trades. I
also have the same reduction in the number of trades if I use ==0 in
place of >0. Is there a problem here with the
logic?KeithSend
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