Hello Anybody know how to express a system in AFL, that trades ALL buy and short signals - holding each trade until a profit or loss target is reached independent for each individual trade?
I was trying to use sigScaleIn/Out - but as there can be both entry - and exit signals on each bar - I was not able to express the correct pricing and sizing. I also tried use custom backtest - but that did not do the trick. Any hint's appreciated! Regards, Jens Tiedemann
