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Greetings
I had a previous post in which I requested assistance for the AFL
that would create the following:
Price = 20/40
Stochastics = 14/4/5
RSI = 14
The rules were to buy when the stochastics break above 50 & the price
clearly breaks above its 20 day EMA.
The sell was generated when the RSI breaks below 70.
The code that I am using is below:
pds = 14;
slw = 4;
slwd = 5;
// Fast Stoch
FSK = 100*(C-LLV(L,pds))/(HHV(H,pds)-LLV(L,pds));
// Slow Stoch %K
FLSK = MA( FSK, slw );
// Slow Stoch %D
FLSD = MA( FLSK, slwd );
Buy = Cross( FLSD, 50 ) AND Cross( Close, MA( Close, 20 ) );
Sell = Cross( RSI( 14 ), 70 );
The back test results are inconsistent when I compare it aginst
backtesting with the data feed which is FT.
Any suggestions on how I might modify the code is greatly appreciated.
Tx,
Bruce
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