Buy at certain time of day (i.e. last five minutes)

• 12/07/2017 at 2:03 PM #54983
  Marke

  Hi, I’m very new to all of this so please excuse me =) I’m trying to write something where a buy order is executed if the price is 1/above MA200 and 2)in the bottom 10% of the days range. The problem though is that the buy gets executed the next day. I’ve set the system to be disabled all day except between 172000 and 172500 and I’m on a five minute chart.  Here’s where I’m at so far, any help would be greatly appreciated.

  DEFPARAM CumulateOrders = False // Cumulating positions deactivated

  // Prevents the system from creating new orders to enter the market or increase position size before the specified time
  noEntryBeforeTime = 172000
  timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time
  noEntryAfterTime = 172500
  timeEnterAfter = time < noEntryAfterTime
  // Prevents the system from placing new orders on specified days of the week

  daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

  // Conditions to enter long positions
  c1 = (close <= ((high – low)*0.1)+low)
  indicator1 = Average[200](close)
  c2 = (close > indicator1)
  IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
  BUY 1 CONTRACT AT MARKET
  ENDIF

  

  Marke

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  12/07/2017 at 2:38 PM #54984
  robertogozzi

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  DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 172000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 172500 timeEnterAfter = time < noEntryAfterTime // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions to enter long positions c1 = (close <= ((high – low)*0.1)+low) indicator1 = Average[200](close) c2 = (close > indicator1) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF

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  DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 172000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 172500 timeEnterAfter = time < noEntryAfterTime // Prevents the system from placing new orders on specified days of the week   daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Conditions to enter long positions c1 = (close <= ((high – low)*0.1)+low) indicator1 = Average[200](close) c2 = (close > indicator1) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF

  I tested it on EurUsd 5min and it works! I think it entered the trade when conditions were true. The only issue could be the duration, 3000+ bars!

  Roberto

  

  robertogozzi

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