Comment on algoZ- a simple example

Satish sorry about the delay, just saw your email, trying to figure out why I was not getting notification from your post here…

Anyways, in algoZ, we can’t capture the actual buying price or selling price, so what this means is that you can’t really code an exit strategy that says buying price + 0.2 points.. Exit can’t be coded the way you want, but your entry strategies are:

Buy:
(REF(CCI(20, SIMPLE), 1) > CCI(20, SIMPLE)) and (CCI(20, SIMPLE) > 0)

Sell:
(REF(CCI(20, SIMPLE), 1) < CCI(20, SIMPLE)) and (CCI(20, SIMPLE) < 0) Please backtest the strategies to assess the performance before you go live.

View the full comment thread »