Exclude symbols after crossing value x

Exclude symbols after crossing value x

Dennis Schutten
2016-08-13 09:01:17

Hi,

How do I exclude symbols from being bought if the close value has even went below value x in past history?

For example:

Buy a stock at value 100, value drops and goes below value 90. Position is closed.

Stock moves to 120 but is never bought again because stockvalue dropped below 90 in past history so its excluded.

Is this possible in a syntax?

Regards,
Dennis

QuantShare
2016-08-15 07:07:30

You can calculate the lowest close value over a number of bars:

a = llv(close, 250);
buy = [yourrule] and a > 90;

Dennis Schutten
2016-08-15 07:53:00

I already knew that, but the lookback period has to be a increasing one. Currentbar-firstbar....

QuantShare
2016-08-16 05:08:28

Easiest way to get lowest over all history is:

a = llv(close, 1000000)

Get more messages

No more messages

Back


Trading Items Number of Ticker Symbols 15 ETF Symbols of Major Asset Groups (ETF AA-15) Earnings after and before market opens Frankfurt Stock Exchange Symbols LSE Symbols	How-to Lessons How to quickly select stocks based on the last value of a databas... How to quickly add a ticker symbol How to create a composite index/indicator How to plot support and resistance lines automatically How to add custom position-based metrics to your trading system
Related Forum Threads Excluding symbols Script to remove Symbols from an Index Regarding trading after market hours Futures data - overwrites stock symbols, issues with point value saving value in trading machine simulator	Blog Posts Different Ticker Symbols for Each Data Source How to Create a List of Ticker Symbols Same chart, different symbols More about QuantShare Programming Language Fundamental Screen based on Stock price, ROI and Market capitaliz...