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?