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I handt thought about it, but the principle of the binary indicator that
replicates the buy/sell signals (adapted) should work. Didnt test it though.
a) Define an indicator that takes a value of zero at the begining
b) If it is zero and your system triggers a buy (that is, if the binary
indicator that replicates your system takes the value of 1) then set the
indicator to the close (or whatever price you fancy) for that day
c) If it is nonzero leave it unchanged.
Making a system from it should work more or less the same way.
Buy condition is the buy condition from your system
Sell condition is an impossible one (e.g., close=0)
>I have another question regarding the System Tester. Almost every strategie
>I test with the System Tester losses against the Buy and Hold strategie.
>It's not that my strategies are bad, but because a lot of my systems
require
>a lot of data. Therefore the first buy is at a much higher price than my
>first datapoint, which is used for the Buy and Hold strategie. Is there an
>option/workaround to set the date at which the Buy and Hold strategie
should
>start?
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