Entry for signal in backtester high crosses above previous high

Optuma Scripting
1

Folks I want to in the backtester use the entry based on signal and its where the price crossesabove the previous days high, I understand it may only reference the signal being the previous day high(in the bar that crossesabove for entry) but thats ok as I can use low of today being less than or equal to previous days high, such that in stocks at least their would in that case be a one cent slip, can optuma do this and if so does anyone have such formula, ta

2

Hi Tim,

It can’t cross above the previous day’s high because there needs to be at least one value lower to satisfy the CrossesAbove logic.

Try HIGH() > HIGH()[1] instead and see if that works for you.

3

Thanks Darren much appreciated