Hi,
I am looking to write an EFS that will transaction a strategy whenever a particular stop/limit order is reached. From the back testing efs which shipped with eSignal - I see how the strategy uses the Market, a proxy for the Open price of a particular bar, to see if it will take the order. How do I change this so that anytime the bar crosses my pt, the strategy will be acted upon?
Example - I want to doLong every time the price crosses the 50 bar moving average from the bottom and doShort anytime the price crosses from the top.
The second part of the problem -- what about indicators that are not built in and I have to save the previous bar's value in a variable in order to do the comparison to see which direction I am approaching from.
I am looking to write an EFS that will transaction a strategy whenever a particular stop/limit order is reached. From the back testing efs which shipped with eSignal - I see how the strategy uses the Market, a proxy for the Open price of a particular bar, to see if it will take the order. How do I change this so that anytime the bar crosses my pt, the strategy will be acted upon?
Example - I want to doLong every time the price crosses the 50 bar moving average from the bottom and doShort anytime the price crosses from the top.
The second part of the problem -- what about indicators that are not built in and I have to save the previous bar's value in a variable in order to do the comparison to see which direction I am approaching from.
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