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I'm trying to fix my code so a buy of another stock doesn't occur on a
sell day.
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// Backtester Options
SetOption("MaxOpenPositions", 1 );
SetOption("AllowSameBarExit", False);
// Optimization numbers
BuyPeriod = Optimize("BuyPeriod",16,10,20,2);
BuyFactor = Optimize("BuyFactor",1.2,0.5,1.5,.1);
SellPeriod = Optimize("SellPeriod",20,10,20,2);
SellFactor = Optimize("SellFactor",0.8,0.5,1.5,.1);
// ATR formulas
TodaysBuyTarget = High - BuyFactor * ATR(BuyPeriod);
YesterdaysBuyTarget = Ref(High,-1) - BuyFactor * Ref(ATR(BuyPeriod),-1);
YesterdaysSellTarget = Ref(Low,-1) + SellFactor * Ref(ATR(SellPeriod),-1);
// Buy/Sell signals and prices
Buy = YesterdaysBuyTarget > Low; // Buy using yesterday's target buy
price
BuyPrice = IIf(YesterdaysBuyTarget > Open, Open, YesterdaysBuyTarget);
Sell = YesterdaysSellTarget < High; // Sell using yesterday's target
sell price
SellPrice = IIf(YesterdaysSellTarget < Open, Open, YesterdaysSellTarget);
Buy = ExRem(Buy,Sell); // Get rid of excess Buy and Sell signals
Sell = ExRem(Sell,Buy);
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