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SP
What's your definition of "straight forward"?
I'm reasonably sure that the date of entry is unimportant, at least in terms of back-testing. What's
important is being able to reference the bar on which the current trade was entered. You probably
need a PREV based latch to do this. It will enable you to develop an exit based on your choice of
values at the time of entry. You may need the buy signal to be indicator based, or otherwise to be
compact enough to fit in the sell window along with the stop code.
A PREV based latch allows decisions to be made on actual entry related values, and it can easily be
structured to ignore secondary signals - something that I don't think can be achieved without PREV.
If you're not optimising then both your buy and sell code can be indicator based. This leaves you
with a lot more room to work with. Optimisation can be performed using code outside the System
Tester too, but that's another story. (Planned for the March issue of MSTT).
I'm sure there'll be a copy of my "Thanks for the Memory" document somewhere on the net, possibly in
the files section of this group. The document includes exercises that take you through the process
of creating simple and PREV-based latches. The January and February issues of MSTT cover much the
same ground but with better illustrations.
Is this "straight forward" enough for you? I've looked at the Simulation functions and can't see one
that would easily adapt to your needs. Even if there was you may find that Simulation makes PREV
look like greased lightning.
Kind regards
Roy Larsen
www.metastocktips.co.nz
Free formulas and MS links
----- Original Message -----
From: "meta_scott" <no_reply@xxxxxxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Friday, January 21, 2005 9:41 AM
Subject: [EquisMetaStock Group] referencing position entry date
>
>
> Is there a straight forward way to reference the date when a position
> was entered?
>
> This would be very useful in programming more sophisticated stops
> than the MS stops.
>
> Thanks,
>
> SP
>
>
>
>
>
>
>
>
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