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Hi Dimitris,
I have tried what you suggested, on the Dutch AEX, the exits were
almost to early, most entries were good.
{
S2=Sum(C<Ref(C,-3),x)==x;
Buy=s2==0 AND Ref(s2,-1);
S3=Sum(C>Ref(C,-3),x)==x;
Sell=s3==0 AND Ref(s3,-1);
PlotShapes((shapeHollowSmallCircle+shapePositionAbove)*s2,x);
PlotShapes(shapeUpArrow*Buy,colorGreen);
PlotShapes(shapeDownArrow*Sell,colorRed);
Title=Title+WriteIf(s2,"["+WriteVal(x,1.0)+"]","");
}
Maybe the SAR is a good exit indicator, anyway so it seems to me.
How is the heat over there? We wait until october before going to
Crete.
Sjaak
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