Amibroker: Re-Entry Delay - For trades NOT stops?

[rekab]

Hi All,

I'm trying to test a system that trades both long and short. I don't want the system to enter a trade on the same bar it exits a trade on. I have my AFL set as follows:

SetTradeDelays( 1, 1, 1, 1 );
BuyPrice = O;
SellPrice = O;
ShortPrice = O;
CoverPrice = O;

Unfortunately, when I backtest, I often see a long exited and a short entered on the same bar.

I know there is a way to delay re-entry based on stops, but how do I prevent re-entry based on trades?

I want the system to wait until the next bar after a trade has been completed before entering another trade.

Thanks in advance for your help!

: )

 

[chinux23]

I am interested in this as well. Anyone would know the solution here?

 

[captain black]

I am interested in this as well. Anyone would know the solution here?

In the automatic Analysis settings window untick the box that says allow same bar exit/entry.

You could also use the Setoption function at a formula level to disallow same bar exit/entry.

https://www.amibroker.com/guide/afl/setoption.html

 

[chinux23]

I did try that option, but it doesn't seem to work for entry. So if I have a exit comes before entry, the entry will still get opened.

Any idea?

 

[rnr]

I did try that option, but it doesn't seem to work for entry. So if I have a exit comes before entry, the entry will still get opened.

Any idea?

Would something like this work:-

Entry1 = XL;
Exit1 = YL;
Entry2 = XS;
Exit2 = YS;
Buy = Entry1 AND Exit2<>1;
Sell = Exit1 AND Entry2<>1;

 

[captain black]

I did try that option, but it doesn't seem to work for entry. So if I have a exit comes before entry, the entry will still get opened.

Any idea?

If you're using the Applystop function for exits then a re-entry delay is one of the fields.

If you're using looping to control your entries and exits then you'll need to include re-entry delays into your looping code.

 

[chinux23]

Thanks, it looks like i need to use loops to handle these complex situations.