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Onno,
This does what Mike asked; tho unprofitably without further refinement.
Craig
System notes: Gapup() System w/ 5-Day Delayed Exit
Enter long
GapUp()
Close long
Ref(GapUp(),-5)
Initial equity 10000
Positions Long and short
Trade price Open
Trade delay 1
Entry commission 0%
Exit commission 0%
Interest rate 0%
Margin req. 100%
Onno Goedknegt wrote:
>
> Mike,
>
> I am afraid your solution will not work, but...
> I think Frans Derksen came up with a genius solution.
>
> Trail:
> -stops
> -inactivity change
> -minimum change = 10000 (huge) and period = 6
>
> Because the minimum will not be reached the system will close your position.
>
> Regards,
> Onno
>
> At 04:16 17-5-99 -0400, you wrote:
> >i am trying to write a trading system & don't know if this is the
> >correct way for metastock:
> >buy:gapup()
> >sell:ref(gapup(),+5)
> >
> >the sell should occur 5 days AFTER the buy condition.
> >
> >thanks.
> >mike arnoldi
> >
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