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I decided to simplify the rule for testing to
1) Open positions when Foreign function is above a moving average 2) Close all positions when Foreign function crosses a moving average
Thus
// Open stock positions //
X = Foreign("^AORD", "Close", 1) ; // AORD close is greater than DEMA X1 = DEMA(X, 250); X2 = X > X1; // Close stock positions //
Y = Foreign("^AORD", "Close", 1); // AORD crosses below DEMA Y1 = DEMA(Y, 250); Y2 = Cross(Y1, Y);
Hope this helps anyone .
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