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I had would wanted to system closed position if price with any day is about 3 % lower np from the highest price before three,four and five days.
I tried to apply function REF in such way : REF(C,-X) > C * 1.03. System does not see this formula unfortunately.The REF any position did not was closed in result of use. What will you advise ??
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Rank: Advanced Member
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What about something like this?
signal:=C<HHV(C,5)*0.97;
signal
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Rank: Newbie
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Joined: 3/1/2006(UTC)
Posts: 8
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Thanks g_stockman !! This easy formula is really useful, but I have one problem. I operate on data 60 - one-minute, therefore 1 day = 8 candles. So happens also that price will fall about 3 % in cycle of first 8 candles, however I want to system ignored with first day situation. Function HHV(C,X) does not let this. Is some solution ??
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 3/19/2005(UTC)
Posts: 2,995
Was thanked: 14 time(s) in 10 post(s)
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I'm not sure I understand...
The HHV() function includes the current day. If you want to ignore the current day, you could use ref(). Maybe something like this:
x:=HHV(C,5)*0.97;
signal:=C<ref(x,-1);
signal
You might have to play with it. Let me know how it turns out. :=)
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