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Can anyone tell me a way to code BarsSince(Bought) in afl? (Or script
if needed).
I'm wanting to do some backtests on scenarios like:
If Stock has been owned < 15 days have one exit strategy..
If Stock has been owned > 15 days and < 30 days do another strategy ..
... and so on
I'd been under the mistaken impression that the number of bars a stock
has been "owned" was the same thing as BarsSince(Buy), but of course
its not since their may be a buy signal that the backtester skips
because we're already fully invested. So the first buy signal is not
necesarily the bar on which the backtester enters a position.
I've done a search here and the other board, but haven't found
anything that appears to do what I'm looking for, but of course if
I've missed a previous answer to this question please could someone
point me to it!
Thank you.
Jeff
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