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Personally I've gotten some strange results when using ExRemSpan to
exit, as per the guide.
For example, sometimes, the trading systems won't take the correct
first trade. If I switch to using barssince or an applystop exit, then
the correct first trade is entered at the right time.
Also, if using a high bar number for an exit, then no exits occur,
even though my database has more than enough bars. For example, on
one-minute data that spans several years:
Buy = ExRemSpan( Buy, 750 );
Sell = Ref( Buy, -750 );
I've seen other anomalies that currently escape my memory. But because
of those problems, I've coded exits in other ways.
Has anyone else had problems using ExRemSpan for exits?
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Ha ha. I'm getting a lot of milage out of this one. Twice in one day!
>
> Use ExRemSpan.
> http://www.amibroker.com/guide/afl/afl_view.php?id=50
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "triangle702000" <jkra70@> wrote:
> >
> > I'm trying to fine tune an entry method only for now,so to exit the
> > trade I'm just using cover=ref(c,5). I'm just trying to see if a
> trade
> > will be profitable five days after being initiated. First,I ran a
> > backtest using cover=ref(c,1) which gave me the result after one
> > day,but now when I try to change the assignment to 5 days or
> whatever,
> > it still closes the trade after one day. Can anyone tell me what I'm
> > doing wrong? Thanks. -jim
> >
>
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