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I am looking for the right code to include in my entry signal so that the
system will not take any long position and wait for a short entry signal if
there is a morning gap up. in case no short entry signals are produced
within, say 6 bars the system must continue to take into account any buy
entry signal basically, I want to put a hold on any long signals if there is
a gap up and wait for any reversal signals. any ideas on how to accomplish
this? I am using 8-min bars.
txs
FR
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