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Don't ever expect a "straight forward" simple answer to complex
questions from Roy, unless you expect all bases covered. :)
Roy's MSTT newsletter is a masterpiece - one can keep going back to
previous issues and find gems there time and time again.
http://www.metastocktips.co.nz/
jose '-)
MetaStockTools.com
--- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxxx>
wrote:
> 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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