Hello folks, So i have a system using arrays (not based on for loops). And i want to introduce a bunch of filters into the system and i have coded the filters by themselves.
To now interject these filters into the original system, one way i can think of is to convert the original system to use for loops so that i can write the markers for the original system into static variables and use them along with the filters to get the signals. But is there any way i can do that without converting the original system to use for loops. i think i can make it work if i can somehow create an array that has say 1's everywhere where the original system was in a long trade; and say use 2's to mark for short trades. Then i can easily AND this part with the new filters to get the final signals. Example: Original System: simple MA system Buy = Cross(EMA(15), EMA(50)); Sell = BarsSince(Buy) == 3000; // holding for a few days New filter: dont hold overnight Buy = TimeNum() == 093459; Sell = TimeNum() == 160459; Thanks -gariki
