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Buy = cross(macd(),0);
Buy = ExRemSpan( Buy, 10 );
Sell = Ref( Buy, -10 );
ExRemSpan:
Removes excessive signals that span numbars bars since initial signal.
(In other words first non-zero bar passes through, then all subsequent
non-zero bars are ignored (zero is returned) until numbars bars have passed
since initial signal. From then on a new signal may pass through)
This function makes easy writing exits after a fixed number of bars, for
example if you want to sell always 5 bars after the buy you should now use
combination of ExRemSpan and Ref(). It will work even if initial buy array
has lots of redundant signals:
Anthony
----- Original Message -----
From: "jazzman960" <treeiii@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 15, 2004 12:13 AM
Subject: [amibroker] Bars Since Entry?
> Hello. I simply want to exit my position X days after going long or
> short. How can I code this in amibroker? For example, go long when
> macd crosses 0, exit long 10 days later. I tried using the barssince
> function but have had no luck. Thanks.
>
> Jazz
>
>
>
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
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