I might be a bit late. Set trade delays to zero and run code after market close. It will give you the next buy signal. The following day you will need to sell at market and you can also buy the new signal.
I use a rotational system on monthly data. The sell price and the new buy signal is close (but not exact) to the backtest results.
It seems to work out ok for me doing it this way.
cheers adam
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Posted by: madwill26@yahoo.com.au
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