Need to Set Individual Elements of Buy, Sell, Short, Cover Inside Loop

AFL Programming
1

Trying to implement an RSI-type strategy, which sets individual elements of alert signals within a loop, instead of exploiting the arrays using Cross, etc. I also need a C++ Turnup() function and a Cross function, since I can't use the entire array with an e.g. AB Cross function. Crossovers are quite tricky to implement, so are there any function implementations of Turnup or Cross in raw source code?

Last, for some reason the code below only trigger a Short, and then erroneously sends a Cover on the next bar. I tried to trap it out, but could not identify via the binary values (0,1) of buyStop and sellStop what was occurring. Also, I believe the open position vectors which I am setting to 0 or 1 for the entire array during alerts will work when simply testing for openposition[i]==0 or 1.

Altogether, I need to ensure the logical statements are working correctly, then attack the issue involving knowing whether a position is open or not.

I do have static variables already programmed for intraday, but right now I just need to this working ion for EOD.


	if ( RSISignal[i] > RSISignal[i-1] AND RSISignal[i] < LowerBand[i] AND i>30) //this needs to be a TurnUp function
				{
             	  buyStop[i] = 1;
             	}
             		 
				if ( ( (RSISignal[i-2]>UpperBand[i-2] AND  RSISignal[i] < UpperBand[i] ) OR (RSISignal[i-2]>NeutralBand[i-2] AND  RSISignal[i] < NeutralBand[i] ) ) AND emashort[i] < emalong[i] AND i>30) //This needs to a Cross function, triggereing when RSISignal goes below upper or neutral.   
                {
             	  shortStop[i] = 1;
             	}
             	    
                		
					if( openposition[i]==1 )
					{

						//if ( TimeNow() > 145500 )
						//	Sell[i]=1;   // Needs to be ExitAtMarket( i+1, p, "Time");

						if( longposition[i]==1 ) 
						{
							if ( High[i] < entryprice[i] + pLongDelta ) 
							{
							    Sell[i]=1; // Needs to be SellAtMarket( i+1, p, "Delta");
							    openposition=0;
                                longposition=0;
                            }

							if ( shortStop[i]==1 ) 
							{
								Sell[i]=1;  // Needs to be SellAtLimit( i+1, p, Close[i], "Limit");
								openposition=0;
                                longposition=0;

                            }

						}
						else         
						{                    
							if ( Low[i]> entryprice[i] + pShortDelta ) 
							{
								Cover[i]=1; // Needs to be CoverAtMarket( i+1, p,  "Delta" );
								openposition=0;
                                shortposition=0;
                            }


							if ( buyStop[i]==1 ) 
							{
								Cover[i]=1;  // Needs to be CoverAtMarket( i+1, p,  "Cover" );
								openposition=0;
                                shortposition=0;
							
                            }

						}
					}
					else
					{
					    if ( buyStop[i]==1 ) 
						{
							Buy[i]=1; // Needs to be BuyAtStop( i+1, Close[i], "Stop Buy" );
							entryprice = LastValue(C);
							openposition=1;
                            longposition=1;
						} 
				  	    if ( shortStop[i]==1 AND openposition[i]==0 ) 
					    	Short[i]=1; // Needs to be ShortAtMarket( i+1, "Short" );
							entryprice = LastValue(C);
							openposition=1;
							shortposition=1;
					}                     

								
									
									
			}
2

With regards to "knowing whenever a position is open or not" I suggest to read this: MarketPosition and alternate exit condition

With regards to "turnup" function, it can be easily written like this:

function TurnUp( array )
{
   a2 = Ref( array, -2 );
   a1 = Ref( array, -1 );
   a0 = array;

   // turn up condition
   return a2 > a1 AND a1 < a0;            
}

And really I think you should not abandon coding the system array wise.

3

Thanks for the code and link!!