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Simple Larry Williams strategy

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    Simple Larry Williams strategy

    I'm trying to implement a simple Larry Williams ES strategy from one of his books:
    1. Go long on any Monday which opens higher than Friday's close
    2. Set stop at $600. If not hit, exit on open 6 days later.
    Some of my inputs are still hard coded. The stop works fine, but sometimes I get out way after 6 days.
    If you could take a look at the code, I would be very appreciative.
    Attached Files

    #2
    sgordet, you would need to debug the code used and print out all variables used in your calcs to see what triggers not as expected - I feel this is seen due to the non present weekend handling in your code.

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