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At 3:56 PM -0700 12/3/99, Gary Fritz wrote:
>if (your buy condition) then begin
> sell tomorrow at market; { Sell tomorrow's open }
> ExitShort at open tomorrow + 3*AvgTrueRange(ATRlen) stop;
>if BarsSinceEntry > 0
> then ExitShort("SSL") at EntryPrice + 3*AvgTrueRange(ATRLen) Stop;
You could probably say something like:
if (your sell condition) then begin
sell tomorrow at XXX stop; { Sell tomorrow's at XXX }
ExitShort at XXX + 3*AvgTrueRange(ATRlen) stop;
if BarsSinceEntry > 0
then ExitShort("SSL") at EntryPrice + 3*AvgTrueRange(ATRLen) Stop;
The stop on the entry day would be related to the sell stop price.
This may not always be the entry price but is much of the time.
Bob Fulks
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