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Cash,
I don't know if you ever got an answer to this question, but, if you look in
Putt and Brower on p. 86 there is discussion on exit signals specifically
for specific entry signals.
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: <cash@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, August 27, 2001 4:21 PM
Subject: Exiting multiple positions from multiple signals
: I'm using TS2000 and was wondering about exiting positions
: generated by different positions. I want to be able to take
: advantage of the Strategy testing Resolution for tick bars. I'm
: using intraday data on 1 minute charts and want the ticks to count
: when I have them to use.
:
: For example, I have Signal1 which goes long when a stock is .25
: up from the open. Then I have Signal2 when the stock goes .50 up
: from the open.
:
: So, let's say that now the stock is on it's way up to .75 from the
: open. I want to set a trailing stop on the position from Signal1 at
: .35 and I want to give the position from Signal2 more room by
: setting a stop at for it at .50 cents.
:
: Usually with just one position, I use the SetDollarTrailing. But if I do
: that here, won't that exit everything? How about if I put the
: SetDollarTrailing for each Signal in that signal's own code, then will
: I be able to get individual exits?
:
: TIA,
:
: Cash
:
:
: "Buy Low, Sell High"
: (If this statment is used for financial gain, I am entitled to 10% of all
profits. ;) )
:
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