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Hello,
What I've tried to implement is as follows, and is
also shown below:
1. As of the last bar, Cond1 is true either
true or false.
2. If Cond1 is true, the last value of AZ is
compared to a previous value of AZ, in this case 9 bars previous. If
this is also true then the last value of indicator B is compared to a previous
value of indicator A, in this case the value 4 bars previous. A BUY
signal is generated if this is also true. If this last test is false, then
the next value of AZ is compared to the same prior value of AZ, now 10 bars
previous. If true, the next value of B is compared to the same prior value
of A, now 5 bars previous. This continues until a buy signal is created or the
AZ test is false.
3. Cond1 is not to be rechecked in this
loop.
4. Failure of the second step per para. 2
above, the testing of AZ, terminates the loop and control goes to the test of
Cond2. Also, if Cond1 is initially false, control should pass to the test
of Cond2.
5. The testing after Cond2 is to operate in
the same manner as the Cond1 loop.
6. Initial failure of Cond2 will pass control
back to the top, and Cond1 will be checked with data from the next
bar.
7. The last inequality after the OR in the
Sell signal is a stop loss exit if an indicator value falls below a previously
established level.
I hope this is relatively clear. The good news
is that when I check and backtest this, there are no syntax errors nor
references to future data. The bad news is that it doesn't generate any
signals. A question I have is does the use of Barcount in this manner
allow the comparison of the last indicator value to the same prior value (always
at the same bar)? Any additional thoughts, comments or recommendations on
how to implement this scheme would be greatly appreciated.
Glen
if (Cond1 [BarCount -<FONT
color=#ff00ff size=2>1])
{
i = 10 ;
j = 5
;
if (AZ<FONT
size=2> [BarCount -1<FONT
size=2>] > AZ
[BarCount - i ])
Buy = B [ BarCount -<FONT color=#ff00ff
size=2>1 ] > A [ BarCount - j ] ;
i = i++ ;
j = j++ ;
}
if (Cond2<FONT
size=2> [BarCount -1<FONT
size=2>])
{
i = 10 ;
j = 5
;
if (AZ<FONT
size=2> [BarCount -1<FONT
size=2>] < <FONT
face=Arial size=2>AZ [BarCount - i ])<FONT
face=Arial size=2>
Sell = (B [ BarCount - j ] > A [
BarCount -1 ]
OR F < F [ BarCount - i ] ) ;
i = i++ ;
j = j++ ;
}
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