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Graham,
Well I tried this, but it seems to be on a "per symbol" basis, not on
a "global" basis.
When I ran it through explorer and put the varables in columns, it
becomes apparent that
BarsSince(Sell)
reinitializes for each symbol, being an array.
So far, it looks like DateNum() works the same way.
Might there be a way to put this in a loop?
Thanks
Roy
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> One way is
> BuyCond = YourNormalBuyConditions;
> sell =YourSellConditions;
> Buy = buyCond and barssince(Sell)>=3;
>
>
> On 11/26/05, Roy Ewing <slickums76@xxxx> wrote:
> > I asked this before, no response, so maybe restating the issue
might help.
> >
> > How can I backtest for the 3-day settlement period?
> >
> > The scenario is this, using a single stock example:
> >
> > 1. Buy in min 100 share blocks.
> > 2. "All in" trading, so I must wait for "settlement" before I buy next
> > pick.
> > 3. I buy the stock, it hits my sell trigger, I then sell it.
> > 4. I can't buy again for 3 days. Yes, I know the broker will "lend"
> > you the money until settlement, but would prefer to not go the "free
> > ride" route, yet.
> > 5. After the 3rd day, my new (hopefully much larger) equity is
> > available, and I am ready to trade again.
> >
> > So how to simulate this in backtesting?
> >
> > What I need is a simple function that says: "Buy IF last SELL was at
> > least 3 days ago, OR equity >= buyprice*100 (min block size)",
> > otherwise go to next bar.
> >
> > I have experimented with HOLD, but nothing close yet. It looks
> > simple, so I hope I am just overlooking a function ready made to
do this.
> >
> > Thanks for ANY ideas 8-).
> >
> > Roy
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
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