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Hello Guys,
I have a system say with a 500 points stoploss point. There comes a Sell signal at price 10000. The price goes up to 10500 so the system tester stopped the position. However, after several bars the price go back to 10000 again and even lower than that point. Since the system has already a Sell signal (which is stopped), there is no new signal produced. If there starts a trend, it is obvious that the system cannot catch it.
How could I tell system tester that "after stopping at 500 points above, if the price goes back to the last signal value (or if the price goes OPT1 points back), Sell again"?
Thank you..
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Rank: Advanced Member
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Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Use a PREV-based latch (or maybe even the GV.dll) to store the value of the last trade and make your comparisons to that.
Personally, I thing the best way to be dealing with these "complex" systems is outside of the limited scripting language of MS and the EST. Either get the MDK and use more powerful programming languages to deal with these more advanced concepts, or, use a more powerful tool such as MatLab to do the testing based on data exported from MS.
wabbit [:D]
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