AFL modifications
$33-51 USD
Plačilo ob prevzemu
I need a few rules to be modified on my existing AFL.
1)Currently, after exit, next trade is taken only in the opp direction,
New-After exit -If in profit, next trade is taken only in the opp direction, If the trade was in a loss, next trade could be any direction(Long or Short whichever comes first)
2)Exit on expiry day happens on the close price of the last bar.
New-Exit on expiry day needs to happen at the open price of the last bar.
3)Currently, new trades are taken on the expiry day (last Thu of the month)
New-No new trades (Entries) on the expiry day (Last Thu of the month)
4)Exits-Currently most exits are happening at the open price of the next candle, some exits under
LX[i] = dtExit[i] and SX[i] = dtExit[i] are at close price
New-Need to change exits under LX[i] = dtExit[i] and SX[i] = dtExit[i] to happen at the Open price of the next bar,like the other exits.
ID projekta: #17358710