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Dear all:
I created a system using the infamous B & Q indicator. Here is the
basic idea of it:
LE: C>MOV(C,50,S) AND B-indicator>55 and Q-indicator is 1 or -1
LX: C<MOV(C,50,S)
SE: C<MOV(C,50,S) AND B-indicator>55 and Q-indicator is 1 or -1
SX: C>MOV(C,50,S)
I try to eliminating some whipsaws of the LE and SE entry signals.
So I add an additional entry filter on it. For LE, when the above LE
condition is met, I want to wait till when there is a higher Close
than the LE signal's Close, then only I will enter the market and
only 1 entry signal appear on the chart. And, when the condition is
not met, it will NOT refer to previous LE condition. And vise versa
for SE entry.
I try to get some coding ideas from Turtle System or Fractal System,
and use the Cross(H,x) or Cross(L,x) function but still not work
well.
Any help will be appreciated.
Regards,
Buddy
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