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It's been a while since I've posted anything on this site as other
activities have been taking 150% of my time. Regards to all of my
old mates!!
I'm trying to code a system in AFL that I have backtested manually
and it seems to work quite well on most futures.
Basically, I want to buy the open tomorrow if the close today is
below the bottom bollinger band. No problem so far.
I want to exit the position whenever the close is above my entry
price, including the close on the day of entry.
My problem is ascertaining the entry price of the buy.
There isn't any more to the system and any assistance would be really
appreciated.
Chuck Rademacher
(currently in Denver)
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