Here is the amended code…
It’s ony working for long positions. Short didn’t work well.
|
|
A = Close[1]-Open[1] //inner Range B = High[1]-Low[1] //outer Range C = y //Faktor n = 1//Lotsize // Conditions to enter long positions IF NOT OnMarket AND (A/B) < C THEN BUY n SHARES AT MARKET ENDIF // Conditions to exit long and short positions IF OnMarket THEN SELL AT Market ENDIF |
For C = 0,43 worked best
