[amibroker] Re: Please help with ApplyStop() function (TJ)<------ TJ

["gosub283" <gosub283@xxxxxxxxx>]

ref: HoldMinBars

TJ,
I upgraded to 4.79 BETA and tried your code snippet.
The system still allows sell signals before the HoldMinBars value is
reached.
Below is a symple system I tested with the new function.
"HoldMinBars" does not prevent SELL signals from occuring
within the specified HoldPeriod.

Are there any other system variable that must be set in order
to enable this new function?

// ============= CODE ===================

HoldPeriod = 10;

//BUY RULE
Buy = Cross(MA(C,5),MA(C,30));


//SELL RULEs
SetOption("HoldMinBars", HoldPeriod );

Sell = H > Ref(H,-1);;

//Update the arrays
Equity(1);

ExRem(Buy,Sell);
ExRem(Sell,Buy);





--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx> wrote:
>
> Hello,
> 
> It is easy ( 2 lines of code) with NEW AmIBroker feature called
HoldMinBars
> 
> SetOption("HoldMinBars", 30 );
> 
> 
> This new feature works so that it ignores sell signals during hold
min bars period.
> 
> HoldMinBars requires version 4.79.0
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
>   ----- Original Message ----- 
>   From: gosub283 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Thursday, April 06, 2006 8:51 PM
>   Subject: [amibroker] Please help with ApplyStop() function (TJ)
> 
> 
> 
>   Hi,
> 
>   I use a time based stop to exit trades.
>   The ApplyStop function works very well.
>   How can I add an additional rule to achieve the 
>   following logic:
> 
>   After 'n' days, sell on the first day in which the
>   HIGH is lower than the previous day's HIGH
> 
>   ==============================================
>   Current sell rule:
> 
>   HoldPeriod = 30;
> 
>   // Time-based stop
>   ApplyStop( stopTypeNBar, stopModeBars, HoldPeriod);
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
>   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
> 
> 
> 
> 
> 
>
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