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Could anyone help.
I'm playing with the following idea. The system should buy if the cci
is above zero, the stochk has risen since yesterday and was below 50
yesterday, and the close should be above the open.
My code is as follows;
a=CCI(40)>0;
b=50>Ref(StochK(3,2),-1);
d=StochK(3,2)>Ref(StochK(3,2),-1);
e=C>O;
Buy=a AND b AND d AND e;
BuyPrice=C;
Sell=BarsSince(Buy)==1;
Short = 0;
Cover = 0;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
The problem is that when backtested, trades are clearly taken when
the stoch if falling and was above 50 yesterday (breaking the rules).
The only rules being observed are that the cci is positive and the
close is higher than the open (a and e).
Can anyone suggest what basic mistakes I'm making?
All contributions welcome.
Cheers,
Rich
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