Hi.
I am unfamiliar with coding and am still trying to learn PRT, and I have a problem with an algo that I am working on. My problem as follows:
When taking buy/sell orders, the algo will e.g take the buy order, and at a point sell at market when the sell criteria have been met. (and vice versa for sell orders)
The problem that arises is when the candles go into a small range, the algo continues to buy/sell contracts.
Is there a way of coding to prevent this from happening? e.g. Do not take a long for x bars after the long contract has been sold and the opposite for short orders?
Any help is appreciated
Regards