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Do you maybe don't use the low-level approach?
long BarsInTrade
bars spent in trade (counting starts from 0)
Note however that the value of zero is available only when trade is just
opened in "low-level" approach, so normally you would see numbers >= 1 (all
other reporting in AB remains as it was, so enter today and exit tommorrow
counts as 2-bar trade)
Thomas
www.PatternExplorer.com
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of bistrader
Sent: Friday, September 04, 2009 10:12 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] bo.ExitTrade and pos.BarsInTrade in CBT
In rotational trading, bo.ExitTrade in CBT forces replacement of the
position exited. Trying to figure out how to exit only and NOT enter a
replacement position. I tried pos.BarsInTrade( ) thinking that a value of
zero seems to imply that the position was just bought.
That is, was thinking of using pos.BarsInTrade( ) of zero to set
sig.PosScore to zero thinking that doing so would cause AB to not replace
position exited. Yet, pos.BarsInTrade( ) does not seem to be available when
a position is just entered into (i.e., for a zero value as covered in AB
Help).
Correct?
Any ideas on what to concentrate on when one wants CBT to just exit a
position when the position's ranking falls to a certain level (say, 10th in
the ranking) and not rotate would be appreciated.
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