I would like to test using a daily system as a filter for an intraday system so that long positions are only taken if the daily system is long and vice-versa.
I understand the set time frame aspect, what I don't understand is how to set the daily system's position as a condition. See AFL thought illustration in red below. Could someone point me in the right direction.
Buy = Cross (High, BuyUpper) AND (Daily system is long);
Sell = Cross (StopLower, Low);
Short = Cross (SellLower, Low) AND (Daily system is short);
Cover = Cross (High, StopUpper);
Thank you,
James