LIMIT ORDERS for Amibroker (AFL)

//	EnterAtLimit.afl
//
//	Entry using a Limit	Order.
//	Try to get a better	price than the Market Order would give.
//
//	This example uses a	simple	moving average	crossover to
//	illustrate entering	a long	position at the market.
//
// The delay between the signal and the entry is 
// controlled either by the Settings window or the AFL code.
//
// For market orders, enter and exit Market On Close 
//	with	no delay
SetTradeDelays(0,0,0,0);
BuyPrice = C;
SellPrice = C;
// The trading system is a simple moving average crossover 
MA1	= MA(C,5);
MA2	= MA(C,25);
// The signal is generated on the bar when MA1 
//	crosses above MA2
BuySig = Cross(MA1,MA2);
//	If we can get in	at 1%	below the	Close	on	the
//	day the signal was generated,	we	will enter,
// otherwise pass on this signal.
Buy = (Ref (BuySig,-1)==1) AND (L<0.99*Ref(C,-1));
BuyPrice = 0.99*Ref(C,-1);
// When the sell signal comes, use a Market On Close order. Sell = Cross(MA2,MA1);