Hello,
i need some help for a simple Donchian System.
Timeframe 5 minutes.
Donchian:
pds=12;
DonchianUpper =HHV(Ref(H,-1),pds);
DonchianLower = LLV(Ref(L,-1),pds);
Sense is to buy new hours highs/lows when they get confirmed.
Buy the new hour high, when the highs of the next 3 bars is higher
then the new hour high.
e.g
DJ 12 barshigh (5 Minuetbars x 12 = 1 Hour)on 10:55 am is 11.000.
On 11:00 am we have a new high on 11.010. Now our stopbuy order for
the next 3 bars (15 Minuts) is 11.011.
How can i code this in AFL?
Thx for the help and sorry for the bad english. I hope that you can
understand me
Best regards
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