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allan nathan
2012-10-07 20:54:24
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Hi,
I came across your option simulation code and would like a little help.
Could it be implemented into a simple system
Buy=crossRSI(14),35;
Does it only work in Rules manager?
I know that you are simulating the 80% spot put,50 days till expiry,cost =2% of spot.
Does each position taken Long have the 80% spot put linked with it?
I cant visualize how this would work in a system.
A simple example would be great
_iff(_perf(open) > -20, _perf(open) - 2, -20)
_dis(0) >= 50
Set _iff(_perf(open) > -20, _perf(open) - 2, -20) WHERE _dis(0) >= 50
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