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