March 6, 2006
Preventing exit during first N bars
Here is sample technique that allows to prevent exiting position during first N bars since entry. The implementation uses loops that checks for signals in Buy array and if it finds one it starts counting bars in trade. During first N bars all sell signals are then removed (set to zero) only once counter reaches user-defined limit sell signals are accepted.
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Filed by Tomasz Janeczko at 9:15 am under Backtest
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