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I am looking to add some code to one of my trading systems to limit the number of trades to x amount per week.
I found a code that here that would limit the trades to one per day. Any idea how I alter this to only get one trade on a longer time frame, preferably a week?
Thank you in advance.
Here is the link and the code I found. -> http://www.mail-archive.com/amibroker@xxxxxxxxxxxxxxx/msg23006.html
for (i = 0; i < BarCount; i++)
{
if (newDay[i])
hadTradeToday = False;
for (sig = bo.GetFirstSignal(i); sig; sig = bo.GetNextSignal(i))
{
if (sig.IsEntry() && sig.IsLong())
{
if (hadTradeToday)
sig.PosSize = 0;
else
hadTradeToday = True;
}
}
bo.ProcessTradeSignals(i);
}
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