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Not out of the woods yet...
The following code works, but only on the very last Buy signal when running a backtest.
How is it possible to have it check each & every Buy signal in a backtest?
Sell = C < LastValue(ValueWhen(Buy, Low));
----- Original Message -----
From: "Beachie" <beachie41@xxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
> Thanks Herman!
>
> ----- Original Message -----
> From: "Herman van den Bergen" <psytek@xxxxxxxx>
>
>
>>
>> LastValue(valuewhen(Buy,Close));
>>
>> herman
>> -----Original Message-----
>> From: Beachie [mailto:beachie41@xxxxxxxxxxx]
>> >
>> Thanks Anthony....not what I was wanting to hear though :(
>> Do you (or anyone for that matter) have any ideas how I can retrieve the
>> value of the
>> Close of the last Buy that was traded on?
>>
>>
>> ----- Original Message -----
>> From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
>>>
>>
>> >I read it as this.....
>> >
>> > Give me the value of the close when the Buy was the day before....
>> > ----- Original Message -----
>> > From: "Beachie" <beachie41@xxxxxxxxxxx>
>> >
>> >
>> >> Just some clarification please for the following:
>> >> ValueWhen(Ref(Buy,-1),C)
>> >> Does this return the Close value of the last time a Buy was actually
>> >> executed, or does it
>> >> return just the last Buy signal, regardless whether there was still a
>> >> trade open before
>> >> that? In other words I wish to only reference the last Buy signal that
>> >> actually caused me
>> >> to enter a trade, despite subsequent Buy signal positives.
>> >> cheers
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