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Here is a system that I amtoying with.
no shorts are showing up even though I have checked the boxes in the
settings.
any suggestions...anyone think of any improvements?
TIA
parta=Sum(RSI(5)-LLV(RSI(5),3),3);
partb=Sum(HHV(RSI(5),3)-LLV(RSI(5),3),3);
Stochrsi=parta/partb;
bsetup=Ref(Stochrsi,-1)<30 AND Stochrsi>Ref(Stochrsi,-1)AND
MACD()>Signal();
ssetup=Ref(Stochrsi,-1)>70 AND Stochrsi<Ref(Stochrsi,-1)AND
Signal()<MACD();
Buy= bsetup AND H>Ref(H,-1);
BuyPrice=Ref(H,-1);
Sell= Stochrsi>70 OR L<Ref(L,-1);
SellPrice=Ref(L,-1)-.10;
Short=ssetup AND L<Ref(L,-1);
ShortPrice=Ref(L,-1);
Cover= Stochrsi<30 OR H>Ref(H,-1);
CoverPrice=Ref(H,-1)+.1;
Filter=Buy OR Sell OR Short OR Cover;
Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
AddColumn(BuyPrice,"Buy");
AddColumn(SellPrice,"sell");
AddColumn(ShortPrice,"short");
AddColumn(CoverPrice,"cover");
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