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Hello.
I would like the backtester to buy if a certain condition exists at
all on any given day, but exit the same day if a confirmation signal
doesn't occur by EOD.
Here's the example:
Buy=Cross(V,0.31*Ref(V,-1)*1.1) and Cross(H,Ref(H,-1));
Sell=Cross(L,Ref(L,-1));
I'd also like to sell the same day if volume doesn't exceed the
prior day's volume. However, I don't want the system to exit on that
condition all the time only on the first day of the trade. In other
words I want to enter on a price and volume signal, but stick with
the trade only if I have confirming volume. I would sell at the
close of the day.
What I'm trying to do is simulate receiving an intraday signal by
about 11:30 AM of volume that will likely rise below the day before
(about 31% of the trading day), but exit if the volume doesn't
actually do what I want or what it looked like it was going to do.
I'm sure this can be done, but I can't find a variable that tells me
how many days I'm in a trade.
How can I program this? Do I need to enable "Same Day Exits" to do
this?
Sincerely,
-ace
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