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Hi Phsst,
Friday, November 28, 2003, 2:11:59 PM, you wrote:
AND ref(Open, 1) < BStopLevel' appended to the buy works in the
sense that it gives me all losers (with the corresponding appended to
the short statement).
A very odd thing about the back tester though: this is on the same
portfolio over the same time . . .
Changing the sell and cover from 'open' to 'close' changes the number
of trades (!). How on earth could that be? They *must* be exactly
the same number. The only thing that is happening is that the exits
are changed from open to close. But I get 59 trades exiting on the
open (all losers) and 67 trades when I change the exits to the close
(still all losers of course). That just cannot be.
Also, I cannot figure out a conditional exit using BStopLevel or
SStopLevel. I need something that says if the intraday price trades
at BStopValue, sellprice is BStopValue, else close.
Yuki
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