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[amibroker] Re: Do not allow new entry on same day of exit



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This has caused a problem for me too.

In the process of using the low-level Custom Backtester to control 
other parameters, it also means that a "real world" approach is taken 
in that Buys are processed before Sells.

Graham

--- In amibroker@xxxxxxxxxxxxxxx, "jmdeacon" <jmdeacon@xxx> wrote:
>
> I use EOD data and am having a problem with the backtest entering
> positions I would never be able to enter.
> 
> Position size is set to -10 so that I can have a maximum of 10 open
> positions.  My Buy and Sell signals are limit orders.  The problem is
> that if I have 10 positions at the start of the day and I get a sell
> signal and a buy signal on the same day, the backtest assumes I sell
> and have an open slot and fill that slot the same day with the buy
> signal.  Well, in reality, that can only happen if the sell signal
> triggered before the buy signal which is rarely true.
> 
> I want the backtest to not enter any new positions freed up by a sell
> on that same day.  Is there any way to do that?
>



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