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Hi,
I am unable to figure out why by short trades are not executing. I am
trying to do the following.
-If the price closes TWO consecutive days above the BBand(20), short.
-If the price closes THREE consecutive days below the BBand(20), go long
-Exit when the Middle band (MA(20)) is crossed.
The code I am using is below. Also, is there a performance hit if I were to
code this using a For loop instead of the Array based functions?
I find I can think about things more clearly if I can iterate thru the bars.
SHORT_BARS = 2;
LONG_BARS = 3;
PER = 20;
STD_DEV = 2;
vBBTop = BBandTop( C, PER, STD_DEV);
vBBBot = BBandBot( C, PER, STD_DEV);
vBBMid = MA( C, 20 );
shortSig = SUM( C > vBBTop, SHORT_BARS ) == SHORT_BARS ;
longSig = SUM( C < vBBBot, LONG_BARS) == LONG_BARS;
exitSig = iif(shortSig, C < vBBMid, C > vBBMid);
Buy = longSig;
Short = shortSig;
Sell = exitSig ;
Cover = exitSig ;
[Non-text portions of this message have been removed]
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