Please correct me, if i am wrong, but i think this expression will always evaluate to false:
Buy= cross( H, HHV(H,LB)); HHV: Calculates the highest value in the ARRAY over the preceding periods (periods includes the current day). Since HHV, includes present bar, you will never get a buy signal. Right? --- In [email protected], "jeff_teza" <[EMAIL PROTECTED]> wrote: > > 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? >
