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VENKY  
#1 Posted : Tuesday, September 21, 2010 10:04:08 PM(UTC)
VENKY

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 6/3/2009(UTC)
Posts: 3

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
wabbit  
#2 Posted : Tuesday, September 21, 2010 10:28:42 PM(UTC)
wabbit

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Joined: 10/28/2004(UTC)
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Location: Perth, Western Australia

Was thanked: 16 time(s) in 16 post(s)
Have a look at using EST "Inactivity Minimum Change" stops in the MS User Manual.

wabbit [:D]

VENKY  
#3 Posted : Tuesday, September 21, 2010 11:05:14 PM(UTC)
VENKY

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 6/3/2009(UTC)
Posts: 3

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



VENKY  
#4 Posted : Tuesday, September 21, 2010 11:11:11 PM(UTC)
VENKY

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 6/3/2009(UTC)
Posts: 3

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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