RE: [amibroker] Re: CBT Help

["dingo" <dingo@xxxxxxxxxxx>]

I haven't used it either but you need to experiment with
OpenPos.BarsInTrade:

if( Sig.IsExit() AND OpenPos)		
{
   if( OpenPos.BarsInTrade >= 4 )
   {
       bo.ExitTrade( i, OpenPos.symbol, sig.Price, 1); 
   }
}

I don't think this is going to do the trick as you are getting to the
opentrade via the signal object.. which you want to be 2 days old... but
maybe putting the signal into state mode instead of impulse mode will do it
for you.

d

> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx 
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tipequity
> Sent: Wednesday, October 10, 2007 9:51 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: CBT Help
> 
> Dingo, I did look at that but I could not figure out how to call it.
> Would mind detailing how I can use it.
> 
> Thanks
> Kam
> --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxx> wrote:
> >
> > Look at the BarsInTrade property of the trade object
> > 
> > d 
> > 
> > > -----Original Message-----
> > > From: amibroker@xxxxxxxxxxxxxxx 
> > > [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tipequity
> > > Sent: Wednesday, October 10, 2007 9:33 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] CBT Help
> > > 
> > > 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(); 
> > > }
> > > 
> > > 
> > > 
> > > 
> > > 
> > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > > 
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >  
> > > Yahoo! Groups Links
> > > 
> > > 
> > > 
> > >
> >
> 
> 
> 
> 
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
>  
> Yahoo! Groups Links
> 
> 
> 
> 



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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/