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Is it possible to create a trade flag for this.
With out using exrem,
If buy==1 and sell ==0, and the previous trade has been closed ,then buy.
If buy==0 and sell==1 and in a trade which has not had a sell signal, then sell.
If buy==1 and sell ==1 and the previous buy has had a sell signal before today, then buy and sell on the same bar.
If buy ==1 and sell==1 and the previous buy has not had a sell signal before today, then sell. (dont place a new buy on the same bar that has a sell).
I guess this needs a loop.
Basically i am trying to bypass using exrem, to allow an entry and exit on the same bar,
I dont want an a new entry placed when already in a trade, on the day of the sell, as the trade was not closed.
2 entries before a sell would not be realistic.
This happens when using exrem.
The attached files shows a sample from a backtest using exrem.
I am trying to avoid the same result as in the attachment.
Peter.
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