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I trade gaps as well. This is what I received from Omega when asking for some
help with code for tradestation. Haven't studied it yet but thought it might
help you. BTW, keep in mind that gap trading is very much tied to trending
markets. I have not been highly successful this past month.
Pert
<<Here is one way you could create the desired results. Create a
multi-data chart.
Data1 is 30-min
Data2 is 60-min
Data3 is Daily
Create the following system.
IF Time of data1 = CalcTime(Sess1StartTime, 30) then Value1 = Volume;
IF Time of data2 = CalcTime(Sess1StartTime, 60) then Value2 = High;
IF OpenD(0) > High[1] of data3 and
Value1 >= Average(Volume, 10) * 1.5 and
Value1 > 100000 then begin
Buy at Value2 + (1/8) stop;
End;
>>
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