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Not sure if this can be done or not for backtesting purposes....
Wondering if there's a way to limit Buy signals only to specific time
when positionscore actually "selects" best candidates for "Buy"
purposes.
Problem I have with my current code is that if ticker has consecutive
bars that qualify and backtester selects Bar 1 (best position score)
then stop/ext levels are also calculated with reference to Bars 2 and
3 as well which can end up closing the trade when in fact the only
relevent Buy was on the 1st bar where positionscore was highest of
group. All stop exit levels generated after this point just confuse
the results.
Only way I can see is to replace position score with additional Buy
criteria where positionscore = max of group.
Hope I'm making sense here.
As always any suggestions greatly appreciated.
Best Regards,
Dean H.
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