EnableRotationalTrading(); PosQty = 10;
SetOption("MaxOpenPositions", PosQty );
PositionSize = -100/PosQty;
PositionScore=((Percentile(ROC(C),63,70)+Percentile(ROC(C),252,70))/2);
>>>
I'd like to recreate the above using a buy/sell system where:
Buy= Percentile(ROC(C),63,70) AND Percentile(ROC(C),252,70)
Sell= "The buy signal is no longer true"
Can anyone help me express this?
Michael
