Hello,
My point is that it is obsolete and while it is valid it has
drawbacks:
a) works only in regular backtest mode, does not work in raw,
raw2, raw2multi, and rotational modes
b) because exremspan processes entire
array the formula would not take into account "Range" setting
(i.e. buys
will occur every 5th bar since the beginning of quotations,
not since
"range" start, if range is not "all quotes", then first buy may not occur on
first in-range bar).
In order to account for range setting you would need
to add Status("barinrange")
c) its operation depends on trade delays
being equal
ApplyStop method does _not_ have any of the above
problems.
Best regards,
Tomasz Janeczko
amibroker.com
On
2010-03-09 11:43, Anthony Faragasso wrote:
Is this not valid then ?
Buy = 1;
Buy = ExRemSpan( Buy, 5 );
Sell = Ref( Buy, -5 );
-----
Original Message -----
Sent:
Tuesday, March 09, 2010 2:49 AM
Subject:
Re: [amibroker] Re: Help Please !!!How to control sell time with Barsince
for more than 1 stocks
Hello,
YOU MUST USE APPLYSTOP instead of ExRemSpan
!!!
Sell = 0; //
ApplyStop( stopTypeNBar, stopModeBars, 5
); // 5- day stop !!!
That is the ONLY way of
implementing N-bar stop that works
in ALL backtest modes !
Best
regards,
Tomasz Janeczko
amibroker.com
On 2010-03-08
23:54, Mike wrote:
That should read:
Sell = Ref(ExRemSpan(Buy, 5), -5);
http://www.amibroker.com/guide/afl/afl_view.php?id=50
Mike
--- In amibroker@xxxxxxxxxps.com, "Anthony Faragasso" <ajf1111@xxx> wrote:
Did you try:
Sell=exremspan(buy,5);
----- Original Message -----
From: Tao
To: amibroker@xxxxxxxxxps.com
Sent: Thursday, March 04, 2010 5:17 PM
Subject: [amibroker] Help Please !!!How to control sell time with Barsince for more than 1 stocks?
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
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