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Details on my PARABOLIC SAR code



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Just to expand a little on my previous posting...


The problem that I have is that when a
sell signal is generated for example the system correctly generates a sell
when the current high = the SAR. Typically I then exit the trade MOC. At the
beginning of the next day the SAR is still showing a sell (as no buy signal
has been generated) and as I am now flat since the MOC exit the system then
puts me short on the open.

I want to avoid signals being generated at the open and only take the next
signal as my long entry.

The time idea you sugested is an excellent idea but unfortunately one has no
way of telling when it will be generated.

Any help would be greatly appreciated

Mark