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Instead of Cross, which detects ONLY the crossing point, try High >
Ref(High,-1) + Alpha. It will get a new Buy on every bar while this is
still true. I think you want to leave BuyPrice alone since the
backtester Buys at BuyPrice. It seems you probably want BuyPrice = next
bar open, not sure though.
Terry
Andre wrote:
>This sounds so basic, yet, I can't figure out how to do it:
>
>I want to keep buying when today's price crosses yesterday's high plus
>a "fudge factor", Alpha:
>
> BuyPrice = Ref(High,-1)+ Alpha ;
> Buy = Cross(High, BuyPrice) ;
>
>This works on the FIRST day after a downtrend, as today's high crosses
>yesterday's high, but it does not work on the following day, as the
>uptrend continues, as at that point we stay "above" the crossing point.
>How do I create a construction that keeps buying every day of an
>uptrend at yesterday's high?
>
>Thx,
>
>Andre
>
>
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