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CS offered:
> Here is an example of an AFL method for reversing signals depending on
variables that can be optimized. (etc.)
Many thanks. However, it wasn't optimizing that I'd meant to ask about;
sorry if my intent was not clear. My real issue was how you implement
something like this:
Buy=EMA(C,20) > Opt1 * LLV(EMA(C,20), while you were in the previous short
trade);
It is not intuitively obvious to me how that can be accomplished within AFL.
For one thing, there is the matter of how you get into the first trade.
That's not the only problem, of course.
Thanks again.
Owen
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