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or simply skip buy signal when it happens on the same bar of a sell
signal
if(lastbuyprice>0 )
buy[i]=0;
stephane
<chuck_rademacher@x> wrote:
> Stephane...
>
> This can happen quite easily. The price can reach your profit
stop level,
> for instance, so you get stopped out. Yet the stock still meets
your "buy"
> criteria. You see this a lot when using the portfolio backtesting
logic;
> either rotational or normal mode.
>
> This is the reason that I asked TJ to implement a "re-entry" delay
on stops.
> Basically, if I take a (say) 10% profit stop on a stock, I don't
want to buy
> that stock again for at least a week. Depending on my "buy"
logic, the
> stock probably won't meet my criteria after a day or two anyway.
> -----Original Message-----
> From: Stephane Carrasset [mailto:nenapacwanfr@x...]
> Sent: Sunday, November 09, 2003 2:04 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] buy & sell same day
>
>
> Today,
>
> I am checking Applystops in long side
> I see sometimes a buy and sell signal can occur at the same day.
> what a strange action to sell a stock and buy it the same day.
>
> stephane
>
>
>
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