After selling, not buying on the same bar

AFL Programming
1

Hello,

II should appreciate it if someone would help me to find the correct code to prevent buying after selling on the same bar.

Since there is no SetOption("AllowSameBarEntry", False), I tryed the following code after de buy & sell rules:

for( i = 0; i < BarCount; i++ )
{
 if( Sell[ i ] ) 
   {
   Buy[ i ] = False;
   }
}

However, I does not work as I supposed, as it is shown in this image (Besides, it makes the trailingstop not being shown after that purchase):

Sin título

How I should code that? I paste the complete system code at the end of the message.

Thank you beforehand for your help.

Best regards.


// --- Inputs ---

ParamMainAsset = ParamStr("Main Asset", "SPY");


// --- Backtester settings --- 

SetOption("CommissionMode"  , 1);
SetOption("CommissionAmount", 0);
SetOption("InitialEquity", 10000);
SetOption("MaxOpenshort", 0);
SetOption("MaxOpenLong", 1);
SetOption("MaxOpenPositions", 1);
SetOption("AllowPositionShrinking", True);
SetOption("MinShares", 0);
SetOption("HoldMinBars", 1);
SetPositionSize(100, spsPercentOfEquity);
SetTradeDelays(0, 0, 0, 0);
SetBacktestMode(backtestRegular);


// --- Variables ---

PRD1 = 8;
PRD2 = 16;
STOP = 16;


// --- Conditions ---

MainClose     = Foreign(ParamMainAsset, "Close");
BuyCondition  = EMA(MainClose, PRD1) >  EMA(MainClose, PRD2) AND MainClose > EMA(MainClose, PRD2);
SellCondition = EMA(MainClose, PRD1) <  EMA(MainClose, PRD2);

Buy           = BuyCondition ;
Sell          = SellCondition;

BuyPrice      = Close;
SellPrice     = Close; 

for( i = 0; i < BarCount; i++ )
{
 if( Sell[ i ] ) 
   {
   Buy[ i ] = False;
   }
}  

ApplyStop(stopTypeTrailing, stopModePercent, STOP);

 
// --- Chart ---

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Close %g (%.1f%%) {{VALUES}}", C, SelectedValue(ROC(C,1))));
Plot(C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | GetPriceStyle());
Plot(EMA(Close, PRD1), "EMA 1", colorblue, styleLine + styleDashed + styleNoTitle, Null, Null, 0, 0, 2);
Plot(EMA(Close, PRD2), "EMA 2", colorred, styleLine + styledashed + styleNoTitle, Null, Null, 0, 0, 2);


Equity( 1, 0 );
InTrade = Flip( Buy, Sell );
SetOption("EveryBarNullCheck", True );
StopLine = IIf( InTrade, HighestSince( Buy, High ) * ( 1 - 0.01 * STOP ), Null );
PlotShapes(Buy*shapeUpArrow,colorGreen,0,Low);
PlotShapes(Sell*shapeDownArrow,colorRed,0,High);
Plot(Close,"Price",colorBlack,styleBar);
Plot(StopLine, "Trailing Stop", colorRed, styleLine, Null, Null, 0, 0, 2);
2

As for your stop exit... ApplyStop has re-entry delay setting

ApplyStop(stopTypeTrailing, stopModePercent, STOP, 1, 0, reentry_delay = 1);

As for regular exit.

No delay required there as one EMA can not be above and below of other EMA at same time (bar). So Buy signal won't trigger at bar of your regular Sell signal by itself in upper case.

So you only have to adjust ApplyStop line.

PS: that loop should be removed.

2 Likes
3

fxshrat,

Thank you for your answer.

The solution was so simple, I didn't realize I could configurate the re-entry delay from the Applystop formula.

Best regards.