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Mike,
Maybe I just do not know how to implement your code, but I do not understand what to do with it.
If you just had a simple MA Crossover script like:
Buy = Cross(FastMA, SlowMA);
Sell = Cross(SlowMA, FastMA);
How would you implement your code into this?
Thank you for your patience.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Weekly:
>
> weekDays = DayOfWeek();
> newWeek = weekDays < Ref(weekDays, -1);
>
> Monthly:
>
> months = Month();
> newMonth = months != Ref(months, -1);
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "readshark" <readshark@> wrote:
> >
> > 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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