I have a system that that gives a BUYS based on some
indicator readings and SELL based on other indicator readings.
Works great as a back test. I’d like to convert this
to an exploration but the difficulty I am having is figuring out how to
calculate the percentage change between the buy and sell signals. Typically in
explorations I do something like this to calculate the percentage change array
based on a Fixed number of bars, N.
PctChg = ( Ref( Close,
N ) - Close ) / Close * 100;
How do I do the
samething based on Buy and Sell arrays? Is there away for a given Buy, to get
the bar at which the Sell occurs?