I decided to simplify the rule for testing to 1) Open positions when Foreign function is above a moving average 2) Close all positions when Foreign function crosses a moving average
Thus
// Open stock positions //
X = Foreign("^AORD", "Close", 1) ; // AORD close is greater than DEMA
X1 = DEMA(X, 250);
X2 = X > X1;
// Close stock positions //
Y = Foreign("^AORD", "Close", 1); // AORD crosses below DEMA
Y1 = DEMA(Y, 250);
Y2 = Cross(Y1, Y);
Hope this helps anyone . [=D>]
