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Lets say I have a set up event su = cross(x, y);
Then I look for a trigger event, z, over the next 4 days. Z is some
arbitrary complex function.
Does this logic work if the trigger occurs, for example, 3 days after
the set up event?
buy = su and ( ref(z,1) or ref(z,2) or ref(z,3) or ref(z,4));
If this is wrong, what approach should I be using for this situation?
TIA
Trader
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