Also tried:
BarsSinceExit = Min(BarsSince(Sell),BarsSince(Cover));
Added to Buy and Short lines:
AND
(BarsSinceExit
> 0);
This should have gotten me in on the next 5
minute bar. No luck with this procedure either. I'm missing
something in my programming logic.
----- Original Message -----
Sent: Thursday, June 28, 2007 11:04
AM
Subject: [amibroker] Entry Time
Delay
After exiting a trade I want to wait 5 minutes before re-entering a
trade so here's what code I've tried but it does not seem to be
making a difference in the next entry. Do you see any
problems?
//Initialize last trade exit times
LastSellTime =
LastCoverTime = 000000;
// Calculates Amount of time since last
exit
TimeSinceLastTrade = Min((TimeNum() -
LastSellTime),(TimeNum() -
LastCoverTime));
// I
added this to my BUY and SHORT instructions so that the time to
re-enter
the next trade must be greater than 5 minutes.
AND
(TimeSinceLastTrade > 000500);
//In my logic added the following
to get the time of the Last Sell
and Last Cover
if(Sell[i] ==
1)
{
LastSellTime = TimeNum();
}
if(Cover[i] ==
1)
{
LastCoverTime = TimeNum();
}
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