Hi,
Basically I scan 500 stocks everyday to find stocks that have
buy signal(such as price have crossed MA 50). Then I buy the stocks and exit
them in 5 days after I boought them.
MA=EMA(C,50);
Buy = Cross(
MA, C );
Sell = BarsSince(Buy)>5;
But the backtester don't
sell stocks exactly 5 days after I bought them.
Say yesterday I bought
stock A, today I bought stock B.
The backtester will sell both A and B 5
days after today, which is not what I really want!
What I want is to
sell stock A 5 days after the time I bought A which is yesterday not today.
Basically I want to have sell time for each stock to be 5 days after
their individaul purchase dates.
But "Sell = BarsSince(Buy)>5;"
can't do that.
Please help!
Thanks a
lot
Tao