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:) Thank you for responding Dimitris
Perhaps I need to re-write my buy condition..
Buy=ExRemSpan(Buy,d);//removes excessive buys within d bars after
the LAST, ie. MOST RECENTLY OCCURRING Buy signal
What I actually want to do is remove excessive SELLS within D bars
after the FIRST occurrence of a buy signal. Sense?
What is happening is that usually, (but not always) for every bar
that I am in a LONG position I am also receiving a buy signal. A buy
signal might be generated for 50 bars IN A ROW… then a sell is
generated. I WANT to TRADE at this sell.
What I am trying to avoid is getting my initial buy signal, going
LONG then receiving a sell signal 2 bars later. I want to IGNORE this
sell. Once I am LONG I want to ignore ALL signals until I have been
LONG for at least D bars.
Position=IIF(buy=1,Position=1+Position,IIF
(Short=1,Position=1+Position,0))
Sell= SellCondition1 AND Position > D;
Then I need someway to zero out the position counter before I get a
Short signal.
There has GOT be a better way..
Is there some way to simply skip over, jump ahead D # of bars after
getting a Buy signal?
Buy = 1;
Jump ahead D bars; // ignore ALL signals
Carry on;
It feels super to have The Great Dimitris on the line.. Your
contributions to this site and to AB has been considerable.
Thanks again,
JR
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