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Hello
Anybody know how to express a system in AFL, that trades ALL buy and
short signals - holding each trade until a profit or loss target is
reached independent for each individual trade?
I was trying to use sigScaleIn/Out - but as there can be both entry -
and exit signals on each bar - I was not able to express the correct
pricing and sizing.
I also tried use custom backtest - but that did not do the trick. Any
hint's appreciated!
Regards,
Jens Tiedemann
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