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)

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