I've struggled for days to find AFL code that can adjust sell rules based upon the time in trade. I would like to code:
1) Buy on breakout of highest high of last LB bars (donchian breakout) 2) Sell on breakout of lowest low of last LB bars 3) Reduce LB by 1 day for each 5 days in trade eg The following code has problems because of additional buy signals while in trade: LB=20; Buy= cross( H, HHV(H,LB)); Tit = barssince(buy); // time in trade (additional buys screw this up) Sell = cross (L, LLV(C,LB- Int(Tit)/5)); The following code structure has a flow of control problems: LB=20: Buy= cross( H, HHV(H,LB)); intrade = flip (buy,sell); // haven't defined sell yet sell = cross (L,LLV(C,LB-Int(Tit)/5)); Buy=cross( H, HHV(H,LB)); I've also tried setting variables (static and dynamic) when intrade to get around the control flows but I can't seem to make it work. Help? Anyone?
