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Stephane,
Below is an excerpt from my original AFL. The reason I want to use
the rembuy.dll is because my formula tries to reference the actual
buy. However, if there is a raw buy signal after the actual buy but
before the trade is closed out, my formula starts referencing the
second, raw buy signal, which screws everything up.
I really only need the rembuy.dll because of my use of barssince
(buy).
Any suggestions to incorporate my AFL with rembuy.dll?
SetTradeDelays(1,1,1,1);
/*SYNTAX SetTradeDelays( buydelay, selldelay, shortdelay,
coverdelay)*/
BuyPrice = Open;
SellPrice = Open;
Buy = Close>Avg_top_band AND (BarsSince(Lbw_trigger)
<=trigger);
Sellstop = (BarsSince(Buy) != 1) AND (Close < ValueWhen(BarsSince
(Buy) == 1, Open));
/*Sell if close is less than the buy price (the buy price being the
open on the day following the buy signal) except if close on entry
day is lower than buy/open price, ignore*/
Sell = Cross(70,Vrsi) OR BarsSince(Buy)==default_exit OR Sellstop;
Thanks.
Harold Harper
harold@xxxx
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