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Hi Richard --
Something like this?
///////////////////////////////////////////////////
// MultipleExits.afl
//
// Buy the first trading day of the month
Buy = Month() != Ref(Month(),-1);
WhichExit = Optimize("WhichExit",1,1,4,1);
switch(WhichExit)
{
case 1:
// Sell the first Wednesday
Sell = DayOfWeek() == 3;
break;
case 2:
// Sell using a 1% profit target
ApplyStop(stopTypeProfit,stopModePercent,1,1);
break;
case 3:
// Sell after a 5 day holding period
ApplyStop( stopTypeNBar, stopModeBars, 5 );
break;
default:
// sell on the 20th
Sell = Day()>=20;
break;
}
////////////////////////////////////
Thanks,
Howard
On Fri, Jan 22, 2010 at 5:14 AM, Richard <richpach2@xxxxxxxxx> wrote:
Hello,
Is it possible or practical to test six different exit strategies in one optimization run?
Could anyone point me to code example how this can be implemented?
Regards
Richard
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