Hello
I have an intraday database composed of different stocks. Some
periods, my fomular gives lots of trades while other periods it gives
less. I want to dynamically control the buy conditions depending on avg
trades/per recently. For example, if there are too many trades everyday
recently (say avg 8 trades/day over last 20 trading days), i will
choose a tighter buy condition to filter out the non-excellent ones. On
the other hand, if there r less trades recently(eg avg 2 trades/day), i
will loose the buy conditions as long as the increased trades give
positive return on avg.
How can I use AFL language to achieve it when I do backtest?
Thanks a lot
Bill
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