oops - no code attached!;
PB=Optimize("PB",0.995,0.99,0.999,0.001);
Length=Optimize("Length",6,3,15,1);
Cond1=Ref(C,-1)<PB*Ref(C,-2);
Cond2=C>Ref(C,-1);
Buy=Cond1 AND Cond2;
Sell=BarsSince(Buy)==length;
length=BarsSince(Buy);
Short=O;
Cover=O;
--- In [email protected], "foxblade2000invest" <[EMAIL PROTECTED]>
wrote:
>
> .....code?
>
> This system is supposed to buy the first bounce after a dip (an up day
> after a down day of a certain size) then sell after so many bars.
>
> At first glance it runs ok - but the exposure % is falling when the
> trade length increases during an optiminsation. This doens't make
> sense - is the code wrong?
>
> All help appreciated.
>
> Cheers,
> Rich
>
