define the prices in the afl as an example only for backtesting only as it looks to the future to check if the order would have been filled, also rounds up to next tick price, entry when the day's price is higher than the required entry price signal is cross C above MA, preset buy order at the MA(C,10) value, 1 bar trade delay ticksize = 0.01; Buy = Cross(C,MA(C,10)) and Ref(H,1)>MA(C,10); BuyPrice = ceil( Max(O,Ref(MA(C,10),-1)) / ticksize) * ticksize;
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com On 16/12/2007, arievt <[EMAIL PROTECTED]> wrote: > Or how about just buying at the moving average when the low or high > goes past it? Thanks.
