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anyone???? 83 replies to "is anyone actually making money?" and none
here? hasn't anyone encountered the same problem? it's pretty basic
but seemingly vital to getting systems correct.
--- In amibroker@xxxxxxxxxxxxxxx, "Bozwood" <bozwood@xxx> wrote:
>
> I didn't receive a reply to my last post, so maybe what I wrote was
> confusing. I'll try to make this simpler. any help is much appreciated.
>
> the following should, I believe, enter a trade and hold for 5
> days. then it should always enter a new trade on the day following the
> exit day of the last trade. the problem is, that the code below does
> not accomplish that and I really don't know why? anyone have any ideas?
>
> thanks
>
>
>
> SetTradeDelays(0,0,0,0);
> SetPositionSize( 25, spsPercentOfEquity );
> SetOption("AllowSameBarExit", False);
> SetOption("ReverseSignalForcesExit", False);
>
>
> BuyPrice = ShortPrice = O;
> SellPrice = CoverPrice = C;
>
> numdays= 4;
>
> // enter long positions
> Cond1= O > C;
> Buy = Ref(Cond1,-1);
>
> // exit long
> Buy = ExRemSpan( Buy, (numdays) );
> Sell = Ref( Buy, -(numdays) );
>
> // enter short positions
> Cond2= O <= C;
> Short = Ref(Cond2,-1);
>
> // exit short
> Short = ExRemSpan( Short, (numdays) );
> Cover = Ref( Short, -(numdays) );
>
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