close position X days later
Author: asurapan
Creation Date: 6/27/2012 8:37 PM
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asurapan

#1

6/27/2012 8:37 PM

what is the best way to go about closing a position X days after entry?

I am using the following code but when I optimize it only goes to 5 days.
CODE:
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I am thinking that instead specifying in the code that places the trade, that I should do something like:
if "bars since entered" = delay, then Cover.

Ultimately I'd like to see how a strategy works simply by selling X days after a particular setup. (perhaps 1-20 days)
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Eugene

#2

6/28/2012 12:54 AM

This is a no-no. The "bar" here should be either "bar" or "bar+1" and should not exceed "bar+1" at any rate.

Here's how:
CODE:
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