Hello - I having trouble coding the following in AFL: The first part of my system is a DMI cross. This works as follows:
Buy = Cross(PDI(4), MDI(4); My stop loss is the low of each day Sell = L < LongStop; It is the second part here that I am having trouble with: If the PDI(4) is still greater than the MDI(4) and has not crossed over in the opposite direction, and I have been stopped out, my re- entry criteria for long trades would be when the gap between the PDI and MDI < 3. So, PDI > MDI cross on Monday In Tues, Stop loss triggered on Thurs On Friday, PDI is still > MDI and DMI gap < 3 - this triggers a trade for Monday. Thanks - alex
