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Here it is the idea...
Assumption: In most indexes markets gaps on daily bars are rare
Idea to take advantage of this: to put in open 2 orders, one buy x point
under yesterday close, one sell x point above yesterday close (+ targets and
stop orders as anybody likes).
My original code: I'm a novice EL programmer (I know it's a terrible
code..:-)) , so most of you could improve it
Input:pointAdd(as You like);
var:AttivaHigh(-1),SellOK(-1),AttivaLow(-1),BuyOK(-1);
If d<>d[1] Then begin
AttivaHigh=0;
SellOK=0;
AttivaLow=0;
BuyOK=0;
End;
If AttivaHigh=0 and closeD(1)+pointadd<High Then AttivaHigh=1;
If SellOK=0 and AttivaHigh=1 Then begin
sell at closeD(1)+pointadd limit;
SellOK=1;
buyok=1;
End;
If Time>=1725 {15 min to trading session end}
then Exitshort ("exsh") at market;
If AttivaLow=0 and closeD(1)-pointadd>Low Then AttivaLow=1;
If BuyOK=0 and AttivaLow=1 Then begin
Buy at closeD(1)-pointadd limit;
BuyOK=1;
sellok=1;
End;
If Time>=1725 {15 min to trading session end}
then ExitLong ("exLo") at market;
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targets and stops are to add (from TS2000 library)
One good idea to better set "x pointadd" is to make reference to yesterday
range or multiply a constant for ATR...
The original problem is that with
"If d<>d[1] Then begin....."
this buy/sell the open of second intraday bar...not the first; what I think
it'd be better is buy/sell closeD(1)+/-pointadd on stop but I can't code it
workely...
it's all
I wish somebody will be interested in it.
Mario
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