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Hi all
Is anyone able to convert this tradestation code into AFL?
It is the "One night stand" code from Joe krutsinger and is supposed to be a very robust system for trading the currencies.
INPUT: Multi(0);
INPUT: daysin(0);
VAR: Cons(0), AboveMA(TRUE);
IF Multi=1 THEN
Cons = 5000 / ( StdDev( Close - Close[1], 30) * BigPointValue)
ELSE
Cons = 1;
IF Cons Average(Close, 40);
IF DayofWeek(Date)=4 AND AboveMA=TRUE
THEN
Buy ("One Buy") Cons Contracts Next Bar at Highest(High, 10) Stop;
IF DayofWeek(Date)=4 AND AboveMA=FALSE
THEN
Sell ("One Sell") Cons Contracts Next Bar at Lowest(Low, 8) Stop;
If MarketPosition = +1 and BarsSinceEntry = daysin then ExitLong ("One Exit-Ln") Next Bar at market;
If MarketPosition = -1 and BarsSinceEntry = daysin then ExitShort ("One Exit-Sh") Next Bar at market;
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