I would like to test using a daily system as a filter for an intraday system so
that long positions are only taken if the daily system is long and vice-versa.
I understand the set time frame aspect, what I don't understand is how to set
the daily system's position as a condition. See AFL thought illustration in red
below. Could someone point me in the right direction.
Buy= Cross(High, BuyUpper) AND (Daily system is long);
Sell= Cross(StopLower, Low);
Short= Cross(SellLower, Low) AND(Daily system is short);
Cover= Cross(High, StopUpper);
Thank you,
James
