Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 6/3/2009(UTC) Posts: 3
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Hi,this is my buy signal and
ROC(C,1,PERCENT)> OPT2
this is my sell short signal.
ROC(C,1,PERCENT)< (-OPT2)
For exits, I simply want to exit on close of day 1, day2, day 3 etc,where this number of days is to be optimised using say OPT1 What is the code I should write for the exits in this case? Thanks, Venkatesh
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Have a look at using EST "Inactivity Minimum Change" stops in the MS User Manual.
wabbit [:D]
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 6/3/2009(UTC) Posts: 3
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thanks wabbit. So,I removed the exit creteria in the EST and checked the minimum inactivity boxes in the "stops" using 0% threshold and 2 days as the minimum criteria. However, if you look at the trade summary for position 3, the holding period seems to be well over 11 days instead of the 2 days as per the minimum inactivity criteria. could you please help? venkatesh ----------------------------------------------------------------------------------------------------
Position
1 - Long X 1 Units
Price
Bar
Date
Efficiency
Commission
Value
Opening
87.6900 Pts
13
19/1/2004
16.58 %
0.0000 Pts
87.6900 Pts
Closing
86.5500 Pts
15
21/1/2004
24.35 %
0.0000 Pts
86.5500 Pts
Total
-59.07 %
-1.1400 Pts
Price
Bar
Profit
Most Favorable
88.0100 Pts
13
0.3200 Pts
Most Adverse
86.0800 Pts
15
-1.6100 Pts
Position
2 - Short X 1 Units
Price
Bar
Date
Efficiency
Commission
Value
Opening
86.5500 Pts
15
21/1/2004
55.73 %
0.0000 Pts
86.5500 Pts
Closing
86.2500 Pts
19
27/1/2004
59.90 %
0.0000 Pts
86.2500 Pts
Total
15.62 %
0.3000 Pts
Price
Bar
Profit
Most Favorable
85.4800 Pts
16
1.0700 Pts
Most Adverse
87.4000 Pts
18
-0.8500 Pts
Position
3 - Long X 1 Units
Price
Bar
Date
Efficiency
Commission
Value
Opening
87.0700 Pts
38
23/2/2004
71.95 %
0.0000 Pts
87.0700 Pts
Closing
88.4300 Pts
49
9/3/2004
63.38 %
0.0000 Pts
88.4300 Pts
Total
35.32 %
1.3600 Pts
Price
Bar
Profit
Most Favorable
89.8400 Pts
45
2.7700 Pts
Most Adverse
85.9900 Pts
39
-1.0800 Pts
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 6/3/2009(UTC) Posts: 3
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thx wabbit. I made a mistake earlier.Now I set the points for minimum inactivity at a very high level and keep the days as 2.nowall trades close out at 2 days. thx very much.
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