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[amibroker] Re: Why "Reverse entry signal forces exit" does not work for me?



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Your long position is being closed out when RSI moves above 70 because your Sell logic is telling it to. You have not shown any other "target or stop price" logic in your example.

You are also adopting a new Short position when RSI moves above 70 because your Short logic is telling it to.

In other words, it is your own code that is causing the stop and reverse position, not AmiBroker.

To verify this, change your Sell logic to anything different than the Short logic.

e.g. 3 consecutive up days:
Sell = Sum(Close > Ref(Close, -1), 3) == 3;

Mike

--- In amibroker@xxxxxxxxxxxxxxx, Davy Zhang <davyzhang@xxx> wrote:
>
> I'm doing some backtest and want to keep my Long position even there is a sell/short signal, until it hit either target or stop price. 
> 
> It seems the "Reverse entry signal forces exit" is exactly what I'm looking for: "If this switch is OFF - even if reverse signal occurs backtester maintains currently open trade and does not close positon until regular exit (sell or cover) signal is generated. In other words when this switch is OFF backtester ignores Short signals during
> long trades and ignores Buy signals during short trades."
> 
> However, I just can not make it work. The test result still reverse the trade. Here is my buy/sell statement:
> Buy = Cover = RSI<30;
> Short = Sell = RSI>70;
> 
> I even add SetOption("ReverseSignalForcesExit", False) on my code and still no luck.
> 
> Can someone shine some light please? 
> 
> Thanks
>




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