Trading Signal Problem
Posted: Mon Jul 06, 2015 2:32 pm
Hi,
I am trying to create a trading signal based on breakouts. The breakouts gave me signals in a +1, -1 basis. The problem is that I have a bunch of zeros in the middle. I would like the following
"If the signal is -1...stays at -1 until a +1 appears and then stays at +1 until a -1 appears..."
This way, I will stay invested until a sell signal (-1) appears!
Can I modify the vector in the attached workfile to show what I am asking for?
Hope you can help me!! thanks!!
I am trying to create a trading signal based on breakouts. The breakouts gave me signals in a +1, -1 basis. The problem is that I have a bunch of zeros in the middle. I would like the following
"If the signal is -1...stays at -1 until a +1 appears and then stays at +1 until a -1 appears..."
This way, I will stay invested until a sell signal (-1) appears!
Can I modify the vector in the attached workfile to show what I am asking for?
Hope you can help me!! thanks!!