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Re: 30 Minute Breakout system



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Jose,


Try HighD and LowD function. These should return the
High or low of the day when using intraday Data in a
system.


Example 1 : Buy at todays high plus one pointon a
stop.

   Buy at HighD + 1 point stop;
**********************************************
Example 2 :Buy at YESTERDAYS high plus one pointon a
stop.

Buy at HighD[1] + 1 point stop;

Someone please correct me if I am incorrecet about
this functions use.


Alan C.


--- Jose Ramon Diaz Serrano <jrdiaz@xxxxxxxxxxxx>
wrote:
> I am trying to code a 30 minute breakout system and
> I am finding some
> difficulties:
> This is what I am trying to code:
> Once the first 30 minute bar has ended, I want to
> take the High and the
> Low of that bar.
> Then, Buy one tick above the High of the First 30
> Minute bar and Sell
> one tick below the Low of the First 30 minute bar.
> I set a stop loss one tick above the First 30 Minute
> Bar Low for the
> buys and one tick above the First 30 Minute Bar High
> for the sells.
> But I get a problem because I donīt know how to
> refer to that 30 Minute
> Bar High and Low, as I want the system to entry
> during the whole day and
> so I want to keep that High and Low for future
> reference.
> Any help would be appreciated.
> Thanks in advance,
> Jose
> 
> --
> Jose Ramon Diaz Serrano
> Director Gerente
> www.bolsagest.es
> (34) 950 25 55 35
> (34) 950 25 60 21
> 
>