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Thank you Howard, I used to comment and uncomment separate Sell / ApplyStop statements and run my code for each option. This looks like a lot smarter solution. Thank you for sharing it with me. I assume that, each "case" is reported in separate column in Optimization report as "WhichExit" (I have not tested it yet).
Regards
Richard
--- In amibroker@xxxxxxxxxxxxxxx, Howard B <howardbandy@xxx> wrote:
>
> 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@xxx> 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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