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[amibroker] Re: Sell after n bars only if net loss



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Hi,

Same answer as 
http://finance.groups.yahoo.com/group/amibroker/message/128003

Assuming that the answer is correct of course ;)

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Pete" <dryheat3@xxx> wrote:
>
> I'm trying to add a condition to my sell rule without creating a
> future leak. I have the following:
> Sell = Cross(Trigger, Close) OR ((BuyPrice - Ref(C, 5)) > 0);
> 
> I'm trying to get it to exit a trade if it is not profitable after 5
> bars. Problem is it creates astronomical results and the formula 
check
> indicates there may be a future leak stating that 40 future quotes 
are
> required in the calculations.
> I could also use the stopTypeNBar setting on the ApplyStop function
> but I still need a way to measure the profit/loss of the trade a
> number of days after the buy but do it without peaking into the 
future.
> 
>   Pete  :-)
>



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