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Yes, that should also work in this case.
One thing to consider though, no matter how you remove redundant buy
signals, is that removing them can affect the results of a portfolio
backtest. They may not be redundant at all, as the "first" buy signal
may not be taken during the backtest due to lack of available funds,
but if the "redundant" ones were still there, there may be sufficient
funds at that time to enter on one of them. Consequently, a trade may
be taken when the supposedly redundant signals are still present,
while it wouldn't be if they had been removed.
I think to allow for this, the CBT would be needed to implement the
stop as it would not be possible to know beforehand, looking at the
one stock alone, whether any buy signal would ultimately be taken in
the portfolio backtester.
GP
--- In amibroker@xxxxxxxxxxxxxxx, Grant Noble <gruntus@xxx> wrote:
>
> ExRemSpan(Buy, #holdbars) for Buy signals with ExRem(Sell, Buy) for
Sell signals might get around
> the Catch-22.
> GRANT
>
> gp_sydney wrote:
> > Due to the way array maths works, you can't normally use operations of
> > the form:
> >
> > <exitCondition> = BarsSince(<entryCondition>);
> >
> > This is because the entry array will likely have more signals than
> > will ultimately be used once the exit array is defined (ie. there will
> > likely be entry signals ignored because there's already a trade in
> > progress), and BarsSince() will always be from the most-recent entry
> > signal, even if it's one that's ultimately ignored. The first thought
> > is usually to remove the excess entries with ExRem(), but you can't do
> > that until after the exit array has been defined, so you have a
> > Catch-22 situation.
> >
> > For iterative operations like this, you need to use a loop and work
> > through the arrays bar by bar, so that you can both create the exit
> > array and remove excess entry signals at the same time.
> >
> > So you don't need to use the CBT, just a loop.
> >
> > GP
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "trustdnb" <trustdnb@> wrote:
> >> Is there a way to exit unprofitable trades after a certain number of
> >> bars without using the CBT? Essentially what I want is an Nbar stop
> >> that only triggers on unprofitable trades, without stopping winners.
> >>
> >> My weak attempt did not work:
> >>
> >> Short = /*short fomula */;
> >> ShortExit = BarsSince(Short) > 12 AND C >= ValueWhen(Short, C);
> >> Cover = ShortExit;
> >>
> >
> >
> >
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>
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