How can I implement this with EnterLong() / EnterShort(), ExitLong() / ExitShort()?
Let's suppose the signal is:
----------
if (Close[0] >= EMA(20)[0])
s1.Set(1);
else
s1.Set(-1);
if (Close[0] >= EMA(40)[0])
s2.Set(1);
else
s2.Set(-1);
if (Close[0] >= EMA(60)[0])
s3.Set(1);
else
s3.Set(-1);
if (Close[0] >= EMA(80)[0])
s3.Set(1);
else
s3.Set(-1);
smain.Set(s1[0]+s2[0]+s3[0]+s4[0]);
---------
Let X = 2
Now, if the previous signal was +4, and the position was +8 contracts, and suppose the new signal is +2, the required position is +4 contracts; and there I need to sell +4 contracts. Should I do ExitLong(4) ?
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