Dear Fibotrader and Soumya,
I would like to apply a filter to buy/sell signal given by any indicator. The filter is closing price on any subsequent day is greater than the high of the day on which a buy signal has been given by a indicator. Similarly for a sell signal, the closing price on any subsequent day is lower than the low price of the day on which a sell signal has been given by a indicator.
Thanks
GJ
I would like to apply a filter to buy/sell signal given by any indicator. The filter is closing price on any subsequent day is greater than the high of the day on which a buy signal has been given by a indicator. Similarly for a sell signal, the closing price on any subsequent day is lower than the low price of the day on which a sell signal has been given by a indicator.
Thanks
GJ