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Jerry Nevins wrote:
> I like to trade long when the green CCI 10,20 line is
> beginning to slope upward and the red 10 day line has crossed it on an upward slope... I then move in and out of a trade based
> on say the 5,5 CCI.
The entry seems pretty decent, but I wonder what you are using for an exit - you should play around with this - there are a lot of
options here.
> Does SC assume that the trade was placed on the day the signal was given and therefor I
> am introducing extra slippage with the next day fullfillment? How can you trade on the same day since I rely on EOD data and
> SC calculations?
I assume that SC uses EL the same way as TS here, where you would "buy at open of next bar," or "exitlong at open of next bar" -
if you want to trade at the open. (I''ve never used the QE - if not, perhaps another SC user could help you here). Calculating
the slippage is going to be tricky with this anyway - you'd get more accurate results if you traded around the close if possible -
this would appear to be better in terms of performance as well. You can do either, though.
> He uses the word length in the el
> code and SC dosen't recognize the word "length"
Wow - one of the real basics in EL. Check to make sure that you identify this in your code (if you can do this with QE) - for
instance - Length(5), Length2(10);
If this doesn't work, you can just write the value you want into the formula - although you won't be able to change this without
going into the QE (and therefore can't optimize either). In other words, instead of writing (Close, Length), you'd write
(Close,10).
Good Luck,
A.J.
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