The examples given for SAR systems have been very basic, typically in an if x strategy long, else if y strategy short approach. This may be fine for an indicator or even for backtesting but it doesn't appear sufficient for an actual trading system. Assuming that a SAR system needs to 1) know if the system is already in a trade and 2) exit any positions before entering new ones, can anybody help me with the proper approach? I don't want to reinvent the wheel (SAR isn't exactly a new concept) and I don't want to screw this up. I don't necessarily need it coded out (unless you want to ...) but I would like some help with the structure/format.
Thanks for any assistance.
Thanks for any assistance.
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