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> 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.
So basically you are gonna run 2 backtests right? One for 3-bar stop,
and a second for the 2/3-bar stops.
> 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).
To setup the 2/3-bar stops, I wouldn't modify the delay. I would
leave the applystop as is, and just create a new Sell statement.
Maybe someone else can think of something more elegant.
Something like:
NewStop = BarsSince(Buy) == 2 AND C < Ref(O, -2);
Sell = [your stuff];
Sell = Sell OR NewStop;
- chris
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