Filtration channel breakout

Discussion in 'Strategy Development' started by R.A.S., Jan 22, 2004.

  1. R.A.S.

    R.A.S.

    I have a question about filtration channel breakout entry.
    I want to buy when the pices is highests then 40 days high, also exit when price is dropping bellow 20 days low.

    Tradestation formula is:

    Buy("40 day Buy “) tomorrow at Highest(High,40) stop;
    if(MarketPosition = 1) then ExitLong("LongLiq")next bar at Lowest(Low,20) stop;{in Tradestation 6.0 or higher exitlong = sell}

    ok...it’s simple rules....
    Next , after a winning trade ( when my “Capital” + “NetProfit” > “Capital” before) i dont want to buy 0 contracts and i want to buy after this trade with 0 positions .
    Is sombody have any idea to do that?