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[amibroker] Re: Help with time in trade!



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Please correct me, if i am wrong, but i think this expression will
always evaluate to false:

Buy= cross( H, HHV(H,LB));

HHV: Calculates the highest value in the ARRAY over the preceding
periods (periods includes the current day). 

Since HHV, includes present bar, you will never get a buy signal.

Right?

--- In amibroker@xxxxxxxxxxxxxxx, "jeff_teza" <jeff_teza@xxx> wrote:
>
> I've struggled for days to find AFL code that can adjust sell rules
> based upon the time in trade. I would like to code:
> 
> 1) Buy on breakout of highest high of last LB bars (donchian breakout)
> 2) Sell on breakout of lowest low of last LB bars
> 3) Reduce LB by 1 day for each 5 days in trade
> 
> eg
> 
> The following code has problems because of additional buy signals
> while in trade:
> 
> LB=20;
> Buy= cross( H, HHV(H,LB));
> Tit = barssince(buy); // time in trade (additional buys screw this up)
> Sell = cross (L, LLV(C,LB- Int(Tit)/5));
> 
> 
> The following code structure has a flow of control problems:
> 
> LB=20:
> Buy= cross( H, HHV(H,LB));
> intrade = flip (buy,sell);  // haven't defined sell yet
> sell = cross (L,LLV(C,LB-Int(Tit)/5));
> Buy=cross( H, HHV(H,LB));
> 
> I've also tried setting variables (static and dynamic) when intrade to
> get around the control flows but I can't seem to make it work.
> 
> Help?
> Anyone?
>



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