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The following strategy - in EasyLanguage - is from Xavier Raj's
article in the Apr 2005 edition of Active Trader. The strategy is
simple and looks promising. Being an ABSOLUTE newbie to AFL, I'm
having trouble translating the EasyLanguage to AFL. I would
appreciate if somebody would help. I'll list the EasyLanguage code
first followed by my pathetic attempt
Xavier Raj's system
VAR:X(0),Y(0),R(0); R=RANGE;
IF C>H-((R/10)) AND O<L+((R/10)) THEN X=1 ELSE X=0;
IF C<L+((R/10)) AND O>H-((R/10)) THEN Y=1 ELSE Y=0;
IF X=1 THEN Buy Next Bar AT H+.05 STOP;
IF Y=1 THEN Sell Short Next Bar AT L-.05 STOP;
Sell this Bar AT C;
Buy to Cover This Bar AT C;
Sell Next Bar AT MEDIANPRICE-.05 STOP;
Buy to Cover Next Bar AT MEDIANPRICE+.05 STOP;
Sell AT ("P1") Next Bar H+10 LIMIT;
Buy to Cover AT ("P2") Next Bar L-10 LIMIT;
Having just finished understanding pg 246 of the Users Guide, my
limited AFL language skills couldn't grasp the finesse of
writing 'buy next bar' and 'medianprice'. Anyway, here's my simple
attempt (too many 'results' and 'conditions'). Please HELP!!
R=(H-L)/10;
Condition1 = Close>High-((R/10)) AND Open<Low+((R/10));
Condition2 = Close<Low+((R/10)) AND Open>High-((R/10));
result1 = IIf(Condition1,1,0);
result2 = IIf(Condition2,1,0);
Buy = H+0.05;
Sell = Close;
Short = L-0.05;
Cover = Close;
Condition3 = result1 = 1;
Condition4 = result2 = 1;
IIf (Condition3,Buy,0);
IIf (Condition4,Short,0);
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