|
PureBytes Links
Trading Reference Links
|
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
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Yahoo! Groups Links
>
> To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
>
> To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> Your use of Yahoo! Groups is subject to:
> http://docs.yahoo.com/info/terms/
>
>
---
Outgoing mail is certified Virus Free.
Checked by AVG anti-virus system (http://www.grisoft.com).
Version: 6.0.560 / Virus Database: 352 - Release Date: 1/9/2004
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|