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Stephane/Jason,
Thanks for the help. Unfortanately, the applystop
function overrides the buy and sell signals, so a
profit stop or a stop loss always triggers a position
to close, regardless of what the buy/sell array holds
(so hold does not work).
In the backtester settings, there is a checkbox that
allows you to activate stops immediately--it says when
turned on, stops are checked AFTER current bar
signals. I think this is a typo and should say "when
turned off", because that is when you get a delay
until the next day before stops can be triggered.
What I'd like to do is to activate stops after n
number of days from the buy or sell signal (current
functionality is n=0 or n=1 based on the checkbox).
There must be an elegant way to do this with AFL.
Perhaps writing your own stop routine using barsince?
Thanks,
Walid
--- Stephane Carrasset <nenapacwanfr@xxxxxxxxx> wrote:
> delay=hold(buy, period);
> newbuy=hold(delay,2) and not(delay);
>
>
>
>
>
> ,
> >
> > I'm familiar with using applystop for n-bar stops,
> > stop losses, and profit stops, but is there anyway
> to
> > set a stop loss or profit stop that only applies
> after
> > n days? In other words, say I have a buy signal,
> and
> > want to hold for n days before applying a profit
> stop?
> > I'm currently using the exremspan function to
> hold
> > for n days, and applystop, but this can only work
> for
> > a one day hold.
> >
> > Thanks,
> >
> > Walid
> >
> > __________________________________
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