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I have written the following CBT code to exit open long position on
sell siganls. Now I want to add another cluase that the position must
have been open for at least two bars. SetOption("HoldMinBars",2 )
doesn't work for me because it starts counting from the last buy
signal. So to achive my objective I need to call BarsInTrade
property. What I don't know how do is access this property of the
trade method inside a signal loop. Your help would be much
appreciated.
TIA
Kam
SetBacktestMode( backtestRegularRaw );
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
for( i = 0; i < BarCount; i++ )
{
for( sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
{
OpenPos = bo.FindOpenPos( sig.Symbol );
if( Sig.IsExit() AND OpenPos)
{
bo.ExitTrade( i, OpenPos.symbol, sig.Price, 1);
}
}
bo.HandleStops(i);
bo.UpdateStats(i,1);
bo.UpdateStats(i,2);
}
bo.PostProcess();
}
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