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Tz,
Could you tell me why
Tz,
if I test SHORT with a percent target
this system below with a short signal and a stoploss, I have two
arrows above the bars of the day of the short ( one arrow full and
one arrow empty)
/*stoploss*/
Sell= cross(ma(c,10),c);
Red=cross( c , ma(c,3) );
StopLoss= valuewhen( sell,
HHV( H, peakbars(red,1,1)+1)) ;
Stoploss = stoploss *1.01;
Stop= H>Stoploss AND BarsSince(Sell) !=0;
Stop=Stop and ref(stop,-1)==0;
Stop= ExRem( Stop,Sell);
Short= Sell
Cover= Stop;
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if I take a simple system
Short= cross(ma(c,10),c);
Cover= cross(c,ma(c,10));
and test it short, I have only 1 arrow above the bars tha day of the
short
is it the fault of variable period in the HHv of the stoploss
Stephane
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