hi
I was trying to test a very basic BTST system.
it has a buy condition (say if 1 day ROC > 2%),then buy at today's CLOSE & sell tomorrows OPEN.
BuyPrice = Close;
SellPrice = Open;
Buy=ROC(C,1)>2;
sell = barssince(Buy)==1 ; works fine
but when buy condition is true for many consecutive days , system do not sell the next day, But the day next to day buy was true last time.
which makes it a forward looking system, hence useless.
How can this be avoided.
I tried exrem/Flip/for loop , but with little success, as of now.
Thanks in advance.
Best regards,
I was trying to test a very basic BTST system.
it has a buy condition (say if 1 day ROC > 2%),then buy at today's CLOSE & sell tomorrows OPEN.
BuyPrice = Close;
SellPrice = Open;
Buy=ROC(C,1)>2;
sell = barssince(Buy)==1 ; works fine
but when buy condition is true for many consecutive days , system do not sell the next day, But the day next to day buy was true last time.
which makes it a forward looking system, hence useless.
How can this be avoided.
I tried exrem/Flip/for loop , but with little success, as of now.
Thanks in advance.
Best regards,