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I'm reposting this since I still haven't figured it out.
Here's what I'm trying to code.
Entry:
- based on certain buy conditions (called Buyconditions in my AFL)
- hold buy conditions to be true for "x" days (after which, a buy
should not occur, even if the buy conditions are still true)
- buy price should be "y" more than the high of the day the buy
signal occurred (i.e. High + y)
Exit:
- sell at the close if "z" days have passed OR sell if the price goes
below the low of the day before buy signal occurred, i.e. Ref(L, -1)
Here's my AFL so far but it doesn't seem to do what I'm trying to
do. Any help would be GREATLY appreciated.
Buy =
Buyconditions
;
Buy = Hold (Buy, x);
BuyPrice = ValueWhen(Buy, High) + y;
Sellcond1 = Ref(Buy,-z); // sell after z days
Sellcond2 = L <= ValueWhen(Buy, Ref(L,-1)); // sell if price goes
below the low of the day before the buy signal occurred
Sell =
Sellcond1 OR Sellcond2
;
SellPrice= IIf(Sellcond1, C, ValueWhen(Buy, Ref(L,-1))); // If z
days have passed, sell at the close. If price has dropped below the
low, sell at that low.
/////////////////
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