[amibroker] Re: Backtesting - Exiting a trade at specific time intervals (n bars)

["flowridej" <flowridej@xxxxxxxxx>]

Amo,

Here are a couple things I have done in the past:

sellprice = close;
sell = buy; // exits on the same day
sell = ref(buy, -1); // exits on next day
sell = ref(buy, -Optimize("DaysToHold", 5, 5, 20, 5); // 1-4 week 
exits


--- In amibroker@xxxxxxxxxxxxxxx, "Amohedas" <agustins.stocks@xxx> 
wrote:
>
> Hi all,
> 
> I'm writing a trading script to test a breakaway gap system and I 
want
> my sell conditions to be as follows:
> 
> Sell at close for the "buy" bar
> Sell at close for the "buy" bar + 1 
> Sell at close for the "buy" bar + 4
> 
> etc.
> 
> Basically I want to determine the average gain/loss for holding a
> stock that has gapped up for 1 day, 1 week, 2 weeks, 1 month etc.
> 
> I'm not sure how to write a script that will be able to do this. 
> 
> Any and all  help is greatly appreciated. 
> 
> Thank you,
> 
> AMo
>




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