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That worked nicely.
Relatively new to Amibroker so still trying to work out these little techniques.
Thanks Mike!
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> You could probably do it without custom backtesting at all. Try something along the lines of the following (untested):
>
> Buy = ...;
> BuyPrice = ...;
>
> Bought = ExRemSpan(Buy, 5);
> BoughtPrice = ValueWhen(Bought, BuyPrice);
>
> X = ...; // Desired percent profit expressed as fraction e.g. 0.05
> NormalSell = ...;
> FailureSell = Ref(Bought, -5) && Close < BoughtPrice * (1 + X)
>
> Sell = NormalSell OR FailureSell;
>
>
> Mike
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Mark Hike <markhike@> wrote:
> >
> > Yes, you can do all these using the advanced low level custom portfolio
> > backtester.
> >
> > On Fri, Nov 13, 2009 at 12:53 AM, an0n73 <an0n73@> wrote:
> >
> > >
> > >
> > > Hi,
> > >
> > > I would like to do the following but not sure if it's possible or how to do
> > > it. Any ideas?
> > >
> > > After a Buy is triggered, I want to wait N days (say 5 days) and if by that
> > > time the trade hasn't made x% profit then I want to sell. If the trade is
> > > making > x% profit after N days then that's fine and I want it to carry on
> > > as normal until the trade ends normally using my sell condition.
> > >
> > > So, if the trade hits 2% (or 2R) profit within 5 days then ignore the stop
> > > and carry on. If by day 5 the profit is less than 2% then exit the trade.
> > >
> > > The idea is that by 5 days, I know whether the trade is going to work for
> > > me or not and if it isn't making any money by that time then I want out.
> > >
> > > Is this possible and if so how?
> > >
> > > Thanks
> > >
> > >
> > >
> >
>
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