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define the prices in the afl
as an example only for backtesting only as it looks to the future to
check if the order would have been filled, also rounds up to next tick
price, entry when the day's price is higher than the required entry
price
signal is cross C above MA, preset buy order at the MA(C,10) value, 1
bar trade delay
ticksize = 0.01;
Buy = Cross(C,MA(C,10)) and Ref(H,1)>MA(C,10);
BuyPrice = ceil( Max(O,Ref(MA(C,10),-1)) / ticksize) * ticksize;
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 16/12/2007, arievt <washington7755@xxxxxxxxx> wrote:
> Or how about just buying at the moving average when the low or high
> goes past it? Thanks.
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