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Thanks RXR, but the difficulty is to find a marker that occurs only at
the time the trade is entered, and at no other time.
The more I think about it the more sure I am that the solution, if there
is one, is to be found in the System Tester itself. During a test the
System Tester writes a file with information about the trades. If this
data could be accessed as it is being read, then it could be used to
calculate the exit rule. I will take it up with Equis. Otherwise it is
back to Excel.
Harvey Pearce, Victoria, B.C., Canada
=====================================
RXR wrote:
>
> You could try to find some value outside your system rules, such as R2,
> that is related to the conditions present when your first trade usually
> takes place. You might have to find a range for the value by using < & >
> symbols. You could then reference this formula instead of your trading
> rules. Key to it is finding some indicator that works.
>
> At 01:11 PM 2/9/98 -0800, you wrote:
> >Thanks, but it doesn't deal with the identical condition recurring after
> >entry, and I need to avoid specifying the number of bars.
> >
> >Harvey Pearce, Victoria, B.C. Canada
> >====================================
> >
> >Rui Marques wrote:
> >>
> >> I didnt elaborate on this (no time), but had one idea. Why not use the
> >> precise condition that defines the entry to get the entry indicator?
> Example:
> >>
> >> Entry = c > mov(c,20,s)
> >> indicator = alert (C>mov(c,20,s), _number_of_desired_days_)
> >>
> >> Does it work?
> >
> >
> >
> RXR
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