I've got a weekly system that I'm backtesting but would like to enter the day after a 4% gain from the previous day. Is this the proper code?
TimeFrameSet(inDaily);
ROC_4 = roc(c,1) > 4;
TimeFrameRestore():
buy = TimeFrameCompress(ROC_4,inDaily);
AND EMA(c,10) > EMA (c,30)
and Volume > ref(v,13),-1);
I then have a trailing stop based on a weekly ATR.
Thanks
