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Formula gurus:
I am trying to write a system test that will enter (short) if the close is
less than or equal to the low of the previous period AND the previous
period was the highest high value of the last 20 days. The sell short
signal does not come after the highest high value of the last 20 days. I
have written:
C<Ref(L,-1)AND Ref(H,-1)>=(HHV(H,20)).
I would like to exit if the close is higher than the previous day's high or
on the third day of entry. I have written:
C> Ref(H,-1)
I cannot determine how to state the third day of entry.
Where have I failed?
Thank you,
Al Taglavore
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