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I am trying to learn to program this pullback strategy...
I only wish to buy when today's High is higher than yesterday's High, exit
if today's Low is lower than yesterday's Low.
Since I am using EOD data, if today is an outside day, I assume that I buy
at the high and sell at the low [at a loss in the same day]. I can buy at
High now but I don't know how to program it to sell at Close if today's is a
black candle [close lower] or the Low is lower than yesterday's Low.
... some buying filters, test00-03.
Cond1 = test00 AND test01 AND test02 AND test03;
Buy = H>=Ref(H,-1) and Ref(Cond1,-1);
Sell = L<=Ref(LLV(L,1),-1);
Buyprice = Ref(H,-1);
Sellprice = Ref(L,-1);
Any help or hint is appreciated.
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