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I've put together a trading system that backtests reasonable well but
can't get this last piece of the puzzle despite many hours.
Here's some sample code that should do what I want. The short sale
should exit if/when the price of any subsequent bar goes above the high
of the bar preceeding the trade signal bar. Sounds straight forward but
no luck with results.
When you run this code on hourly charts ( say STTS for June 9 ) the
trade remains open at day's end. When I filter the results
the "StopExit" returns the correct value but the ApplyStop line of code
doesn't take me out of the trade as intended at that level.
I've turned off all the stop settings in AA and specified short sales
only.
As always any kind help from some AFL brains would be really helpful.
Filter = Cross ( MA(C,9), MA(C,5) );
Short = Cross ( MA(C,9), MA(C,5) );
Cover = Cross ( MA(C,5), MA(C,9) );
StopExit = ValueWhen(Short,Ref(H,-1));
ApplyStop(stopTypeLoss,stopModePoint,StopExit,1,False,1);
AddColumn(C,"Close ",1.2);
AddColumn(StopExit,"StopExit ",1.2);
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