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I am trying to buy if the close is less than 90% of the close 2 days
ago and sell 20 days later (my formula below). As the chart above shows
the 1st buy arrow but no sell arrows. When I run backtest it shows the
sell 20 bars later as it should. Can anyone help me as to why the sell
arrow does not display? I assume that as there is not sell arrow then
there are no subsequent buy.
I am sure it is a stupid mistake on my part but I cannot see it!
Thanks....Keith
// Buy on the Dips system //
Filter = 1;
SetOption("initialequity", 200000);
SetOption("maxopenpositions", 15);
SetTradeDelays(1,1,1,1);
SetChartOptions(1,Chartshowarrows);
PositionSize = 20000;
CLdown = Optimize("% Down", 0.90,0.75,1.0,0.025);
Buy = Close < CLdown * Ref(Close,-2);
Sell = 0;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
ApplyStop(stopTypeNBar, stopModeBars, 20);
Plot(Close, "Close", colorRed,styleBar);
PlotShapes(shapeUpArrow * Buy + shapeDownArrow * Sell, IIf(Buy,
colorBrightGreen, colorYellow));
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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