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Hello,
It is simple - every stop allows to define re-entry delay.
Just enter the delay in the settings or applystop param.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "tkoinaustin" <tkoinaustin@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, January 15, 2005 3:46 PM
Subject: [amibroker] Prevent immediate re-entry on backtesting
>
>
> I am backtesting my formulas and am running into a problem. I trade
> end of day, so I set my trades to be the open price of the next day
> (in the settings dialog of AA). My problem is I have a 5% loss stop,
> and there are many occasions where I close and re-enter the same
> symbol on the same day. Now in reality, I would never do this, as the
> loss stop would kick in mid day, and I would not have actually placed
> an order for the opening as I am currently in that position.
>
> Are there any easy ways to prevent opening a position that closes
> that same day. I know it has to do with my delay of one day to place
> my trades, I just don't know how to fix it. Here is my formula in
> case that is of any help:
>
> PositionSize = 5000;
> Filter = 1;
>
> Buy = ADX() >= 25 AND ADX() >= HHV(ADX(),10) AND C >= HHV(C,10);
> Short = ADX() >= 25 AND ADX() >= HHV(ADX(),10) AND C <= LLV(C,10);
>
> Sell = Ref(ADX(),-10) > ADX() AND Buy != 1;
> Cover = Ref(ADX(),-10) > ADX() AND Short != -1;
>
> Thanks in advance.
>
> Tom
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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