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Sorry, kaveman no good. When I backtest I get completely different
results. The stocks I get entries for are different to my original
formula. Below is my complete formula with your suggested changes,
Phill.
TimeFrameSet(inWeekly);
ATRperc = (ATR(50)/MA(Close,50)) * 100;
PositionSize = 20000;
Filter =Cross(Close, Ref( HHV( High, 3 ), -1 ))
AND Close >= 1
AND Close < 10
AND Close > MA(Close,34)
AND MA(Close,34) > Ref(MA(Close,34),-5)
AND MACD(12,26)>0
AND OBV() > MA(OBV(),21)
AND ATRperc >= 1
AND ATRperc <=10;
TimeFrameRestore();
Buy = TimeFrameExpand(Filter,inWeekly) AND
DayOfWeek()<Ref(DayOfWeek(),-1) AND O>Ref(C,-1);
Sell = 0;
ApplyStop(2,2,3.6*ATR(30),1,False,True);
ApplyStop(0,2,3*ATR(30),1,False,True);
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