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Ok, I just wrapped it up and posted it to the AB AFL library. As I use
this in my trading strategy development I may discover more ways to
refine this. (if I do I will update it). But for now the tool is done
as far my present needs and I can finally get started on optimizing my
latest entry strategy for intra-day futures trading.
Perhaps the next project will be an intra-day scale IN strategy for
futures. At that point I could merge the two into a nice platform to
test various strategies.
Here's the direct link:
http://www.amibroker.com/library/detail.php?id=1204
Pete :-)
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