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Hello,
I'm trying a simple system with an exit on the open two days after the
buy. I'm initializing delay = 2, then using applystop like this:
ApplyStop( stopTypeNBar, stopModeBars, delay, True, True) to get the
exit on the right bar. Sellprice is the Open. To this point, I'm not
having any problems. The backtester is producing entries and exits
where they should be, and at the correct prices.
Here is my question. I'd like to compare my current results with the
results of exiting at the close on the day after entry (bar 2 close
instead of bar 3 open), but ONLY if the close on that second bar is
less than my Buyprice from the first bar.
I am not sure exactly how to go about doing this. I thought I could
use a conditional IIF to set the delay. For example: IIF(Ref(C,1) <
Buyprice, delay = 1, delay = 2). Then I thought I would do something
like: IIf(delay = 1, SellPrice = Close, SellPrice = Open).
But this doesn't work, apparently. All trades are still 3 bars.
Sorry, but I have never programmed anything other than a VCR before,
and this is kind of tough for me.
RG
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