[amibroker] Re: How to limit daily transactions

["woodshedder_blogspot" <woodshedder_blogspot@xxxxxxxxx>]

Raskoks, there is a current ongoing thread discussing this topic.
Check it out here:
http://finance.groups.yahoo.com/group/amibroker/message/142471

--- In amibroker@xxxxxxxxxxxxxxx, "raskoks" <raskoks@xxx> wrote:
>
> I 've got code like below. But i don't know how to limit sum of short, buy transaction to 1. At whis moment i can do it seperatly to short and seperetly to buy. But i need to do it for sum of them - both them together and morover i need them interchangebly ( next possible transaction after buy have to be sell/short). 
> Thanks for any help :)
> 
> tradesperday=1;
> dn = DateNum();
> newDay=Ref(dn,-1)!= dn;
> bsnd=BarsSince(newDay);
> CondBuy=..;
> CondShort=..;
> 
> LongSignalSum=IIf(newDay,CondBuy,Sum(CondBuy,bsnd));
> ShortSignalSum=IIf(newDay,CondShort,Sum(CondShort,bsnd));
> 
> Buy= LongSignalSum<=tradesperday AND CondBuy  ;
> Sell=ShortSignalSum<=tradesperday AND CondShort ;
> 
> Buy = ExRem(Buy, Sell);
> Sell = ExRem(Sell, Buy);
> Short=Sell;
> Cover=Buy;
> 
> --
> Best regards
> raskoks
>




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