Highest high and highest low of previous days and of specific schedules

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  • #81862 quote
    Vonasi
    Moderator
    Master

    Just set a flag when the condition is met and then only open the trade when the time = your desired time and the flag is set. Reset the flag to zero when the trade is opened.

    #81953 quote
    PVPRO
    Participant
    Junior

    Hi Vonasi

    Thanks a lot for your guidance. It is working. I have another issue now.

    1. I have selected custom trading hours as 143000 to 210000.
    2. Condition satisfied at 210000, sets the flag=1. When flag =1 and time = 1430000, I am not getting any trade at 1430000. For that I have to select custom trading hours as 140000 to 210000. But I do not want to select that trading hours since other calculations of strategy (moving averaage, RSI) etc consider Intraday bar of 140000 to 143000 for calculation.which I do not want to consider for calculation and still  I want trade to open at 143000 only.

    So please advice solutions for this issue.

    Thanks.

    #82358 quote
    PVPRO
    Participant
    Junior

    Hi Vonasi/Nicolas

    Could you please guide me on my above query.

    Thanks.

    #82373 quote
    Nicolas
    Keymaster
    Master

    Please add the new complete code with the “flag” you have coded.

    #82512 quote
    PVPRO
    Participant
    Junior

    Hi Nicolas

    Thanks for your reply. I did not understand your reply. Appreciate if you could clarify in detail or add corrections to my  earlier post dated 10/04/2018 at 6:44 PM to make me easy to understand.

    Thanks.

    #82521 quote
    Vonasi
    Moderator
    Master

    Nicolas is requesting that you post your modified code as it is far easier to find a coding problem with the code rather than just a description of what you expect it to do!

    Use the ‘Insert PRT Code’ button and cut and paste your code into the box and I’m sure someone will quickly spot why your strategy is not behaving as you expect it to.

    #82715 quote
    PVPRO
    Participant
    Junior

    Hi Vonasi/Nicolas

    Thanks for the clarifications. Please review below code and guide me.

    The trade open at 143000 only when custom trading hours are 140000 to 210000. I want trade to open at 143000 when custom trading hours are 143000 to 210000 based on condition satisfied a day before at 210000.

    Thanks. 

    // Conditions to enter long positions 
    DEFPARAM CUMULATEORDERS = FALSE 
    
    starthour = 150000 
    endhour = 210000 
    
    if time = starthour then 
    hh4 = hh3 
    hh3 = hh2 
    hh2 = hh1 
    hh1 = hh 
    hh = close 
    ll4 = ll3 
    ll3 = ll2 
    ll2 = ll1 
    ll1 = ll 
    ll = close*1000 
    endif 
    
    if time >= starthour and time <= endhour then
    hh = max (hh, high)
    ll = min (ll, low) 
    endif 
    
    starthour2 = 170000 
    endhour2 = 210000 
    
    if time = starthour2 then 
    ahh5 = ahh4 
    ahh4 = ahh3 
    ahh3 = ahh2 
    ahh2 = ahh1 
    ahh1 = ahh 
    ahh = close 
    all5 = all4 
    all4 = all3 
    all3 = all2 
    all2 = all1 
    all1 = all 
    all = close*1000 
    endif 
    
    if time >= starthour2 and time <= endhour2 then 
    ahh = max (ahh, high) 
    all = min (all, low) 
    endif 
    
    REM Computes the highest and lowest prices on p bars 
    hi1 = Max(hh,Max(hh1,Max(hh2,Max(hh3,Max(hh4,ahh5))))) 
    lo1 = Min(ll,Min(ll1,Min(ll2,Min(ll3,Min(ll4,all5))))) 
    oscillator1 = ((close - lo1) / (hi1 - lo1)) * 100 
    r=5 
    r1=2 
    lineK = average[r](oscillator1) 
    lineD = average[r1](lineK) 
    e1 = LineK > LineD AND time = 210000 
    
    if e1 then 
    flag1 = 1 
    endif 
    
    If flag1 and time = 143000 then 
    Buy 5 Contracts at market 
    endif 
    
    SET STOP %LOSS 0.32 
    
    If Longonmarket and (BarIndex - TradeIndex) >= 10 then 
    Sell at market 
    endif 
    
    if time = 160000 then 
    flag1 = 0 
    endif
    #82913 quote
    PVPRO
    Participant
    Junior

    Hi Nicolas/Vonasi

    Could you please review my request and guide me.

    Thanks

    #82925 quote
    Vonasi
    Moderator
    Master

    The trade open at 143000 only when custom trading hours are 140000 to 210000. I want trade to open at 143000 when custom trading hours are 143000 to 210000 based on condition satisfied a day before at 210000.

    I’m not sure I understand what the problem is exactly from your description. I would suggest using GRAPH to show TIME so that you can see what the TIME of the candle when you want a trade to open actually is. I often prefer OPENTIME when writing a code as my brain seems to understand this better!

    #85611 quote
    PVPRO
    Participant
    Junior

    Hi Vonasi

    Please refer to below simple code to know the issue. This code is executed on Proreal time demo platform but nt on real Proreal time platform. All settings are same on both plaatforms.

    Could you please advice on solution to be able to execute simililar code in Real time Proreal time platform.

    Thanks

    if time = 210000 then
    flag = 1
    endif
    
    IF NOT LongOnMarket AND flag and time = 143000 THEN
    BUY 10 CONTRACTS AT MARKET
    ENDIF
    
    If LongOnMarket AND time = 203000 THEN
    SELL AT MARKET
    ENDIF
    
    if time = 203000 then
    flag = 0
    endif
    #85615 quote
    Vonasi
    Moderator
    Master

    I can’t explain to you why it works on demo but not on real. I am not willing to test that strategy on my own real account as it could be very expensive! It works fine on my demo account.

    I would suggest sending a technical help request from your live account with a link to this topic within your description.

    #85624 quote
    PVPRO
    Participant
    Junior

    Hi Vonasi

    Thanks for your reply. I back tested above strategy both in Demo & real plat forms. It work in demo but not in real. It was not real auto trading testing. I back tested it to see the result.

    Can you back test real plat form. I am sure you will get some clue/solution.

    Meanwhile I will online check with technical team as you advised.

    Thanks.

    #85627 quote
    GraHal
    Participant
    Master
    if time = 210000 then
    flag = 1
    endif
     
    IF NOT LongOnMarket AND flag and time = 143000 THEN
    BUY 10 CONTRACTS AT MARKET
    ENDIF

    Is above above  correct ? How can Time = 210000 and also Time = 143000 ??

    #85628 quote
    robertogozzi
    Moderator
    Master

    GraHal he doesn’t check the two time values together, he just SETS a flag at that time, which will not be cleared till 203000 the next day, so at 143000 the next day FLAG will still be set.

    He wants to stay off trading just 30 minutes, from 203000 to 210000.

    #85631 quote
    GraHal
    Participant
    Master

    Ah gotcha Roberto, thank you!

    I looked for guidance on using Flags (after posting my query above) but it looks straightforward?

    I was mixing Flags up with … when a condition is true and would, for example, show as = 1 using GRAPH under an equity curve?

    Or do I still need to find / read up on Flags!? 🙂

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Highest high and highest low of previous days and of specific schedules


ProOrder: Automated Strategies & Backtesting

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This topic contains 38 replies,
has 6 voices, and was last updated by robertogozzi
6 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/24/2018
Status: Active
Attachments: 2 files
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