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QuantShare
2010-07-21 07:17:28
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Best Answer
Hi Dave,
This formula gives you the best entries and exists given the parameters you specified. It uses future bars.
To plot arrows use the following formula in a chart that contains candlestick data: (Click on an arrow to display more information)
a = BSignalLong(30,-10,-1,300);
Plot(a, "BSignalLong", colorBlack, chartLine, StyleSymbolNone);
-> Get signals with a minimum return of 30%, maximum drawdown of 10% and maximum holding period of 300 bars.
It can be used for example with the neural network plug-in.
The prediction model will then try to predict these signals.
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