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Hi all!
I think you guys are looking for this:
Input: LEntryL(20), SEntryL(20) LExitL(10), SExitL(10),
{optimize them, if you must}
If Current bar >1 and Close > Highest(High,LEntryL) Then Buy on Close
If Current bar >1 and Close < Lowest(Low,SEntryL) Then Sell on Close
If marketposition = 1 then ExitLong Lowest(Low, LExitL) stop
If marketposition = -1 then ExitShort Highest(High, LExitL) stop
By the way, try not to optimize this. This is supposed to get the BIG
TREND, not the choppy whipsaws. If your optimalization report gives
for ex. ENTRLL(4) then you've curve fitted. Don't believe me? Try
your optimized system on any other market and you'll get my point.
Just a suggestion.
Hope this helps,
Kamil
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