Hello, complete AFL newbie here. This should be a simple one. If I have a system whereby a 3-bar MA crosses another MA to buy, and a 3- bar MA crosses a different MA to sell, how would I code the optimization to find the most profitable COMBINATION of MAs for the buy and sell?
Here's how I attempted to do it--I know it's wrong, as it crunched numbers for about 2 hours but then gave me results that made no sense: MA1 = Optimize ( "MA", 50, 5, 200, 1 ); MA2 = Optimize ( "MA", 50, 5, 200, 1 ); Buy = MA( Close , 3 ) > MA( Close , MA1 ); Sell = MA( Close , 3 ) < MA( Close , MA2 ); Short = 0; Cover = 0; Thanks in advance for your patience and help.
