[amibroker] Re: How to limit daily transactions

["raskoks" <raskoks@xxxxxxxxx>]

thanks

--- In amibroker@xxxxxxxxxxxxxxx, "woodshedder_blogspot" <woodshedder_blogspot@xxx> wrote:
>
> 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@> 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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