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Thanks for the replies, this is what I have. It doesn't take all the trades
it should but the ones it does take seem to be correct based on the logic. I
am thinking it's a reset problem, but not sure. Take a look below and see if
its something obvious to you, any suggestions appreciated.
Thanks,
Ned
Input: NumCont(1),
SetupLength(5),
PctRBull(75),
PctRBear(25);
Vars: MP(0),
EntryPr(0),
StopPr(0),
Lo(0),
Hi(0),
PctR(0),
TriggerBar(0);
MP = MarketPosition;
PctR = PercentR(80);
If PctR crosses over PctRBull Then Begin
TriggerBar = BarNumber;
Hi = High;
Lo = Low;
EntryPr = Hi + (.5*(Hi-Lo));
StopPr = Lo - (.5*(Hi-Lo));
If currentbar < TriggerBar + SetupLength then
Buy ("L") (NumCont) Contracts EntryPr stop;
End;
If PctR crosses under PctRBear Then Begin
TriggerBar = BarNumber;
Hi = High;
Lo = Low;
EntryPr = Lo - (.5*(Hi-Lo));
StopPr = Hi + (.5*(Hi-Lo));
If currentbar < TriggerBar + SetupLength then
Sell ("S") (NumCont) Contracts EntryPr stop;
End;
If MP = 1 then ExitLong("LST") Numcont Contracts StopPr Stop;
If MP = -1 then ExitShort("SST") Numcont Contracts StopPr Stop;
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