saving value in trading machine simulator

saving value in trading machine simulator

Avy Strominger
2016-09-18 11:07:51

Hello,
I would like to issue a buy when the close value of the current bar is higher than the high value of the bar when two SMA crossed.
The close value can be several bars after the cross. How sould I write this in the simulator?
Thanks.
Avy

QuantShare
2016-09-20 07:55:20

Hi Avy,

You should write this:

c = cross(sma(10), sma(20));
buy = close > valuewhen(c, high);

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