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applystop depends of first pic of BUY array...
if you write
mysignal= dayofweek()==5 ;
delayed= hold(mysignal,period);
BUY= Hold(delayed==1,2) and delayed==0
apllystop must be applied to the BUY (delayed of n period+1 from the
mysignal pic)
> 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@xxxx> 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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>
>
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