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I'm trying to backtest a system where you make one trade every week.
The rules are that you check the price at 0200 on Monday against the
price at 0800 on Monday. If the later price is higher, buy. If the
later price is lower, sell. Take profit and stop loss levels of 100
pips. If the trade has not closed by the end of the week, then close
it.
Here is my attempt at AFL code (not working). Greatly appreciate any
help in coding this for backtesting. You guys are great!
James
Buy = (ValueWhen(DayOfWeek()==1 AND TimeNum()==080000)>=ValueWhen
(DayOfWeek()==1 AND TimeNum()==020000));
Sell = (DayOfWeek()==5 AND TimeNum()==203000);
Short = ValueWhen(DayOfWeek()==1 AND TimeNum()==080000)<=ValueWhen
(DayOfWeek()==1 AND TimeNum()==020000);
Cover = (DayOfWeek()==5 AND TimeNum()==203000);
PositionSize=100000;
Short=Sell;
ApplyStop(0,2,0.01,False,True);
ApplyStop(1,2,0.01,False,True);
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