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Replying to my own post, hoping like heck someone can offer further help:
On Wed, 2 Feb 2005 07:40:53 +0900, Rigged Game <riggedgame@xxxxxxxxx> wrote:
> Thanks for taking the time to reply, Chris.
>
> On Tue, 01 Feb 2005 17:53:27 -0000, Christoper <turkey@xxxxxxxxxxxxxxx> wrote:
> >
> > > 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.
>
> Yes, this is exactly what I want to do. The first test, on 3-bar
> trades, works correctly. The second test, involving some 2-bar and
> some 3-bar trades, I cannot figure out. As I mentioned, the 3-bar all
> exit on the Open, in both cases, while the 2-bar would exit on the
> Close.
>
> > > 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;
>
> Can I do that? I thought that when using ApplyStop it was necessary
> to set Sell = 0. So that is how I have it right now. I am really
> lost I guess.
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