Hi,
The system I am backtesting has the following buy
rules:
+DI Cross over -DI (8)
this is signal day 1
the
second signal must come after the first:
ADXR > 25
The buy
price is the close of this second signal.
The point to note is that
the second signal may come 1 or a maximum
of 10 days after the first
signal. After 10 days, the entry is
invalid.
How would I code
this in AFL?
Thanks - alex