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Further research showed me that the value of SellNow is not carried
outside CustomBackTest object to the Sell line. Does anybody see how
I can achieve my objective without having to use low level CBI and
ExitTrade?
--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> wrote:
>
> To solve this problem I decided to use CBI, however I am not
getting
> the results that I was expecting. Any help would be appreciated.
>
> SetBacktestMode( backtestRegularRaw );
> SetCustomBacktestProc("");
>
> MinHoldingPer = 2;
>
> if( Status("action") == actionPortfolio )
> {
> bo = GetBacktesterObject();
> bo.PreProcess();
> for( i = 0; i < BarCount; i++ )
> {
> for( OP = bo.GetFirstOpenPos(); OP; OP = bo.GetNextOpenPos() )
> {
> if ( OP.BarsInTrade >= MinHoldingPer)
> Sellnow = 1;
> }
> bo.ProcessTradeSignals( i );
> }
> bo.PostProcess();
> }
>
> Sell = ExitLong OR SellNow == 1;
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> >
> > How can I limit the minimum holding period from the time a
position
> is
> > opened not from time the buy signal was issued? The situation
that
> I
> > facing is that I get two buy signals, I buy after the first buy
> signal
> > and I want to hold for at least two bars (including the entry
bar).
> > If I use Buy = ExRem(Buy, Sell);
> > then if I use Sell = (ExitLong AND BarsSince(Buy)>=2);
> > works fine. However then when I backtest and I have two
consecutive
> buy
> > signals and on the first buy siganl I don't have enough cash to
buy
> but
> > on the second buy siganl I have enough cash, it would not buy
> because
> > the second signal is removed.
> > Any suggestions are appreciated.
> >
> > TIA
> >
>
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