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Hello
herman,
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thanks
for the response.
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The
SAR was I guess a red herring. I did not explain clearly what I was
meaning.
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The
turtles did what i am suggesting (trying to do). They only allowed an entry in
the long direction if the previous entry in the opposite direction (the short)
failed.
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I wil
try to put it simply.
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<FONT face=Arial color=#0000ff
size=2>BUY Rule Triggered LONG ENTRY TAKEN.
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<FONT face=Arial color=#0000ff
size=2>If Stopped out = No. Then
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size=2>Sell Signal reached. Close out trade.
<FONT face=Arial color=#0000ff
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<FONT face=Arial color=#0000ff
size=2>If Trade was profitable then continue looking for next Long
trade.
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<FONT face=Arial color=#0000ff
size=2>If Stopped out = Yes. Then Close out
trade.
<FONT face=Arial color=#0000ff
size=2>Find the Sell signal (asuming no stop out occured). <SPAN
class=796441511-09072004>If Trade would
have been profitable then continue looking for next Long
trade.
<SPAN
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<SPAN
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<SPAN
class=796441511-09072004>If trade is not profitable then next Buy signal
is NOT TAKEN as an Entry.
<SPAN
class=796441511-09072004>Monitor for next sell signal and see if trade
would have been profitable.
<SPAN
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<SPAN
class=796441511-09072004>If trade would have been profitable flip so nex
tbuy signal is taken as atrade.
<SPAN
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<SPAN
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<SPAN
class=796441511-09072004>Dittto for the Short rules.
T<SPAN
class=796441511-09072004>his is the closest I have found so far. I need to put
in some way to test whether trade would have been profitable and to include
or exclude trades based on whether the prefious one in that direction was
profitable or not.
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class=796441511-09072004>
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EnableScript("VBScript");hh = HHV( close, 250 );// buy rules
buy = Close == myruleshere; //conditions 1 and conditions 2
// ensure that sell is an array,
// sell = 0 would set the type to numbersell = buy;
<%
close = AFL("close")
buy = AFL( "buy" )
sell = AFL("sell") ' this variable holds last buying price
' if it is zero it means that no trade is open
lastbuyprice = 0 ' iterate along the array
for i = 0 to UBound( close )
sell( i ) = 0 ' Remove Buy signals if trade was already initiated
if( lastbuyprice > 0 ) then
buy( i ) = 0
end if ' if there is no open trade and buy signal occurs
' get the buying price
if ( lastbuyprice = 0 ) AND (buy( i ) = 1) then
lastbuyprice = close( i )
end if ' if trade is open and sell condition is valid
' generate sell signal
' and close the trade
if (lastbuyprice >0 ) AND ( close( i ) > ( 1.1 * lastbuyprice ) ) then
sell( i ) = 1
lastbuyprice = 0
end if
next AFL("buy") = buy
AFL("sell") = sell%>buy = buy;
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