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Hello,
I have an AFL question hoping that this great group can help.
The following example explains it.
Settradedelays(1, 1, 1, 1);
Buy = ...
Short = ...
Sell = short;
cover = buy;
Now, my question is on the buyprice/shortprice, since this is a
reversal system and they are symmetrical, I will use buy as the
example.
BUY High of day buyprice
0 40 --
0 45 --
1 50 50
0 45 50
1 40 40
0 35 40
0 30 40
0 25 40
1 20 20
0 15 20
1 25 * we have opened a long position here
As you can see, I need to keep the buyprice the same if there is NO
new buy signal comes up, and if there is no execution before that. If
a new buy signal comes up, then and only then the buyprice is
adjusted. Short end is the same just that High of day becomes Low of
day (here we are talking about signal day and to be executed the next
day if possible, an EOD system)
Thanks for any helps...
Thomas
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