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The following code is designed to trade on DI+/DI- crossovers,
entering on a stop set at the previous day's high or low. As far as
the buy/short signals are concerned it seems to perform perfectly,
but can anyone tell me why about 50% of the time, and apparently
randomly, it enters at the CURRENT day's high or low, instead of on a
stop at the previous day's?
Paolo
BuyStop=Ref(H,-1); SellStop=Ref(L,-1);
BuyPrice=Max(BuyStop,L);
CoverPrice=Max(BuyStop,L);
ShortPrice=Min(SellStop,H);
SellPrice=Min(SellStop,H);
PositionSize=4000;
Buy=Cross(Ref(PDI(14),-1),Ref(MDI(14),-1));
Short=Cross(Ref(MDI(14),-1),Ref(PDI(14),-1));
Sell=Short;
Cover=Buy;
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