RE: [amibroker] Hold a trade for a minimum # of bars

[Matthias K.]

Hi,

 

This one is from Mr. Janeczko, he put it online as an example, but I cannot
find the link. Replace buy/sell,etc. witch your rules, the rest is pretty
much self-explanatory.

 

Buy = MACD() > 0 AND RSI() > 30;

Sell = MACD() < 0 OR Cross( 70, RSI() );

SetPositionSize(1,spsShares);

// now we would like to ensure that position is NOT

// exited during first MinHoldBars 

 

MinHoldBars = 17; // say don't want to exit for first 17 bars since entry

 

// first filter out buy signals occuring outside testing range

Buy = Buy AND Status("barinrange");

 

BarsInTrade = 0;

for( i = 0; i < BarCount; i++ )

{

  // if in-trade, then increase bar counter

  if( BarsInTrade > 0 ) BarsInTrade ++;

  else

  if( Buy[ i ] ) BarsInTrade = 1; // on buy signal start counting
bars-in-trade

 

  // if we are in trade - remove sells occurring too soon

  if( BarsInTrade < MinHoldBars ) Sell[ i ] = 0;

  else

  if( Sell[ i ] ) BarsInTrade = 0; // on sell reset barsintrade flag

}

printf("barsintrade:\n");

WriteVal(barsintrade);

 

 

 

Greets,

Matthias

 

From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
Of JEFF F
Sent: Donnerstag, 15. Juli 2010 00:41
To: amibroker@yahoogroups.com
Subject: [amibroker] Hold a trade for a minimum # of bars

 

  

Can anyone tell me how to hold a trade for a minimum # of bars (such as 3)
before checking for a sell signal? 

I have tried settradedelay(0,3,0,0) but when i backtest, the trade still
happens the next day. Same with changing the delay within the settings
button.

Any help is appreciated.

Thanks