I don't think the set is proper. The indicator ROC default param is (12,6). And ROC compares close and the close 12 bars ago in fact.
But I am not sure about what the setting here for. If I what generate strategy like this,
if close> close[40] and close< highest(close,20), then buy
SQ can do this now? as the max period shift is 10. If not, please remove the limit for period shift.
Status changed from New to Fixed