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



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You have short = sell.  And, buy = cover.  If short was not same as sell, then system could move to short business and still stay on buy.  That is, you would be both long and short at the same time with reverse signal forces exit at false.  If reverse signal forced exit was changed to true, and with different buy, sell, short and cover conditions (and not buy = cover or short = sell), then the system will be long or short on a particular day and not both.

--- 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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