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[amibroker] Re: ReEntryDelay and BacktestRotational



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I think I found my problem.

My ApplyStop instruction only had 5 parameters instead of 6 and since 
ReEntryDelay is the 6th parameter it was not being set.

--- In amibroker@xxxxxxxxxxxxxxx, "Ron Rowland" <rowland@xxx> wrote:
>
> I am having unexpected results using ReEntryDelay in 
BacktestRotational 
> mode.
> 
> I am using a trailingstop with ReEntryDelay = 10.  
> However, after being stopped out, the backtester buys the same 
symbol 
> again on the same day if that symbol has the largest 
PositionScore.  
> This is an apparent override of the ReEntryDelay parameter.
> 
> I am using BacktestRotational mode with TradeDelay (1,1,1,1);
> Changing ActivateStopsImmediately between True and False causes the 
buy 
> to be delayed one day, but is still 9 bars sooner than I wanted.
> 
> I was hoping that being stopped out would force the purchase of a 
> different symbol for at least 10 bars, but it appears that the 
> ReEntryDelay parameter is being ignored or overridden.
> 
> Is this how it is supposed to work?  Or are there some other 
settings I 
> need to be aware of?
>




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