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Sorry you did not mention it was for a portfolio situation. You would
probaby need to use the advanced portfolio code for this to limit any
entry to after 3 days since an exit
--
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
On 11/28/05, Roy Ewing <slickums76@xxxxxxxxx> wrote:
> 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
> >
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
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