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Hi Tim,
I've also used a similar code in the system tester to exit positions
eg
N:=N AND Alert(N=0,2);
N;
L1:=ValueWhen(1,N,L);
C<L1
The problem I experience with this code is that the system tester
exits positions it shouldn't. By that I mean if I've set up the
tester to take only one buy signal (in this case N) with my
available capital, then several days or weeks later I get a
secondary buy, the tester will not buy since I'm already in the
trade but if several bars later, after the secondary buy signal the
close is lower then the low of the secondary buy signal it closes!
Obviously its poor coding on my behalf somewhere I think it's got
something to do with a missing memory latch. I need to read over
Roy's newsletter again to see what I'm missing.
Lou
--- In equismetastock@xxxxxxxxxxxxxxx, "Tim" <prez@xxxx> wrote:
> Try this.
> Buy:=V>Mov(V,30S)
> Exit:=L<ValueWhen(1, Buy,L);
>
> Regards,
> Tim
> _____
>
> From: equismetastock@xxxxxxxxxxxxxxx
[mailto:equismetastock@xxxxxxxxxxxxxxx]
> On Behalf Of meta
> Sent: Wednesday, 20 July 2005 20:09
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] A Little Help , please
>
> Would someone please translate in metastock code (for the system
tester)
> these 2 conditions:
>
> buy if Volume > last 30 days average volume
>
> stop if low < signal day low
>
> TIA
>
>
>
>
>
>
> _____
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