[amibroker] Re: How to Force AmiBroker to Hold Buy Only for 30 days

["Mike" <sfclimbers@xxxxxxxxx>]

Hi,

You are not clear enough in your description.

Using your example; A subsequent Buy came up before the 30 days were over. So, do you start counting to 30 again from that Buy before selling?

If no Sell signal came over the course of 30 days since a Buy, would you still Sell?

You will probably need to use ExRemSpan.

For the case of hold exactly 30 bars then sell, regardless of redundant Buys and regardless of whether or not a Sell occurred, you would do the following:

Buy = ...;
Sell = Ref(ExRemSpan(Buy, 30), -30);

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bistrader@xxx> wrote:
>
> Hello,
> 
> I have a regular backtest with Buy and Sell statements.  Is there a way to force the buy ONLY to stay on a buy for 30 days?
> 
> Example:
> Buy = true 20 calendar days ago;
> Sell = true 8 calendar days ago;
> Buy - true yesterday; 
> 
> Want to force Buy to stay on buy for total of 30 days and then want to sell but only if another Buy signal did not come along.  In this case, system would go on buy 20 days ago and stay on buy today since had another buy signal before 31 days was up, even though sell was true 8 days ago.
>




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