The following will tell me when a signal is in effect:
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Buy:=Cross(RSI(14),30);
Sell:=Cross(70,RSI(14));
init:=Cum(IsDefined(Buy+Sell))=1;
flag:=ValueWhen(1,Buy-Sell<>0,Buy)*2-1;
flag;
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But, when I try to filter for redundant signals, the following is missing the 1st signal:
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Buy:=Cross(RSI(14),30);
Sell:=Cross(70,RSI(14));
init:=Cum(IsDefined(Buy+Sell))=1;
flag:=ValueWhen(1,Buy-Sell<>0,Buy)*2-1;
If(flag<>Ref(flag,-1),flag,0);
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Can anyone suggest a fix? Thanks!
--Johnathan