How to exit condition if a stock is bought after 20 days?

Viewing 5 posts - 1 through 5 (of 5 total)

Author

Posts
02/06/2019 at 11:30 AM #90597 quote

thomas2004ch
Participant

Average

Hi,

I am going to create a backtesting/trading system. One of my exit conditions is: If a stock is bought after 20 days, it will exit. How is the code for that?

Besides, I don’t want to set the fix number of the stock. I want to use 5% for example of the capital. How to do that?

Regards

02/06/2019 at 2:52 PM #90621 quote

Nicolas
Keymaster

Master

For position size, there is an interesting topic with some code snippets: Dynamic Position size

How to exit after n bars:

Exit after (n) days

Exit after 10 bars?

02/07/2019 at 7:44 PM #90774 quote

thomas2004ch
Participant

Average

Hi Nicolas,

Thanks for the reply. I wonder where can I find the documentation of ProBacktest(as PDF or HTML)?

02/07/2019 at 7:58 PM #90775 quote

thomas2004ch
Participant

Average

Besides, as I use the TOTALEQUITY, I got error that this is not defined. Also the INITIALCAPITAL is not defined.

02/10/2019 at 10:04 AM #90961 quote

thomas2004ch
Participant

Average

I find out the document.
Author

Posts

Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.

Login your account

How to exit condition if a stock is bought after 20 days?

ProOrder: Automated Strategies & Backtesting

New Reply

Author

thomas2004ch @thomas2004ch Participant

Summary

This topic contains 4 replies,
has 2 voices, and was last updated by thomas2004ch
7 years ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	02/06/2019
Status:	Active
Attachments:	No files

Loading...