RE: [amibroker] Minimum holding periods

["Dave Merrill" <dmerrill@xxxxxxx>]

How about:

Sell = my_sell_signal AND (BarsSince(Buy) >= min_hold_bars);

That won't work if you're using rotational trading, because there aren't any
Sell signals.

Dave Merrill
  Is there an AFL function for backtesting that restricts trades to a
  minimum holding period? New mutual fund rules have 30, 60 and
  sometimes 90 day hold restrictions. Would like to account for this
  in backtesting.

  Thanks!
  -Eric.


[Non-text portions of this message have been removed]



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