Hello,
Your formula is wrong. All delays in SetTradeDelays *must be the same*,
otherwise you could change the order of events (which is happening in
your formula).
Also for N-bar stop use ApplyStop, not ExRemSpan.
Correct formula looks as follows:
|*Buy* = 1;
*Sell* = *Cover* = *Short* = 0;
*BuyPrice* = *Open*;
*SellPrice* = *Close*;
TradeDays = 3;
ApplyStop( *stopTypeNBar*, *stopModeBars*, TradeDays );|
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-03-08 23:02, mbausys wrote:
> > //--- cut here ---
> > Buy = Sell = Short = Cover = False;
> > BuyPrice = SellPrice = ShortPrice = CoverPrice = 0;
> > SetOption("MaxOpenPositions", 1);
> > SetPositionSize(100, spsPercentOfEquity);
> > SetTradeDelays(1,0,1,0);
> > TradeDays = 3;
> > BuyPrice = ShortPrice = Open;
> > SellPrice = CoverPrice = Close;
> > Buy = ExRemSpan(True, TradeDays);
> > Sell = Ref(Buy, -TradeDays);
> > //--- cut here ---
