Hi Rich --
See if this helps. You may not need a loop.
/
// buy_breakout.afl
//
Lookback = Optimize( "Lookback", 5, 1, 10, 1 );
HoldDays = Optimize( "HoldDays", 1, 1, 5, 1 );
Buy = H == HHV( H, Lookback );
Sell = BarsSince( Buy ) >= HoldDays;
Hello,
I have a simple "system" as follows;
buy= h==hhv(h,5);
sell=barssince(buy)=1
Basically buys on the high of the last 5 days. I would like to ammend
it to buy on the high of either 5,4,3,2 or 1 days (don't worry about
the logic, it's the principle I'm interested in.)
Is this achieved by
