Buy at current bar and not at next bar open

• 04/19/2016 at 3:49 PM #5664
  bewise

  Hi, I am fairly new to coding on ProRealCode, I want to initiate a buy/sell not at the next bar open but at the current bar, would be great to have some advice.

   

  Thanks

  Eugene

  

  bewise

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  04/19/2016 at 3:57 PM #5668
  Nicolas

  Hello Eugene,

  Unfortunately, it is not possible at the moment to do this. Each condition are tested once a bar. Sorry.

  Do you have any other question about coding? Don’t hesitate to create new topics in forums for specific question about prorealtime coding 🙂

  

  Nicolas

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  04/19/2016 at 11:57 PM #5692
  bewise

  Thanks Nicolas,

  I am trying to trade 30min, using the bollinger band. Any spikes above the bollinger to take a reversal trade on the same bar, both on the long and short side. Can someone help me see what’s wrong with my code (below)? The backtest does not show the trades according to my thought process. Sometimes it opens where I see the price overshoots the bollinger, and sometimes it does not open a trade where I see the spike.

  Ideally, this strategy uses the same (current) bar to get the signal and to open the trade but not the next open bar.

  Appreciate any help here.

  Tks.

  —————————————————————————————————————————————————-

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated Boll = 20 // Conditions to enter long positions indicator1 = high indicator2 = BollingerDown[Boll](close) c1 = (indicator1 < indicator2) IF c1 THEN BUY 1 CONTRACT AT MARKET Endif // Conditions to enter short positions indicator5 = close indicator6 = BollingerUp[Boll](close) c3 = (indicator5 > indicator6) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stops and targets SET TARGET $PROFIT 1

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated Boll = 20   // Conditions to enter long positions indicator1 = high indicator2 = BollingerDown[Boll](close) c1 = (indicator1 < indicator2)   IF c1 THEN BUY 1 CONTRACT AT MARKET   Endif   // Conditions to enter short positions indicator5 = close indicator6 = BollingerUp[Boll](close) c3 = (indicator5 > indicator6)   IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Stops and targets SET TARGET $PROFIT 1

   

  

  bewise

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  04/20/2016 at 9:39 AM #5700
  Nicolas

  You are here testing a high spike below the bollinger bands for a long position. You should use “low” in your indicator1 variable in my opinion.

  And use “high” instead of close in indicator5.

  Also, actually you are testing a spike out of the bollinger bands and not a re-entry in them… it maybe filter some bad signals ..

  Your target profit of 1$ is very minimalist and you don’t even exit position in loss, how do you manage that? because there will be some trades that will never be in gain 🙂

   

   

  

  Nicolas

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  04/21/2016 at 11:43 AM #5748
  bewise

  Tks Nicolas,

  Makes a lot of sense, I somehow didi;t see the obvious where there should be a low, for the buy signal and a high for the sell signal.

  I am trying to trade/scalp the current bars, but unfortunately it is only for the next bar open. Is there a way to trigger the execution at the current bar?

  Tks

  

  bewise

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  04/21/2016 at 12:00 PM #5749
  Adolfo

  Hi, i developed my code to buy and sell when the price touch MA, i did it with a LIMIT order when conditions are true, when signal is = 1, then the system sets up a limit order  ready to go :). Also works with an STOP order.

  REM ALEX v.0.2 @Binomio Trading Abril 2016 REM Estrategia ProOrder ProRealTime REM No acumular órdenes DEFPARAM CumulateOrders=False REM Horario de operativa DEFPARAM FlatBefore = 153000 DEFPARAM FlatAfter = 212900 REM Variables mm = average[8](close) uma = Highest[8](high) umb = Lowest[8](low) REM Establecemos nuevo mínimo en movimiento bajista if umb<mm and high<mm then umb=Lowest[8](low) endif if high>mm then umb=mm endif REM Establecemos nuevo máximo en movimiento alcista if uma>mm and low>mm then uma=Highest[8](high) endif if low<mm then uma=mm endif REM Establecimiento del ultimo toque con la media móvil if barindex<2 then ltp = mm endif if(High[1]>mm[1] and Low[1]<mm[1]) then ltp = mm[1] endif REM Condición de entrada Largo if (uma-ltp)>objetivo and uma>mm then compra=1 endif if (uma-ltp)<=objetivo then compra=0 endif REM Condición de entrada corto if (ltp-umb)>objetivo and umb<mm then venta=1 endif if (ltp-umb)<=objetivo then venta=0 endif REM GESTION MONETARIA REM Cálculo de contratos a operar initLOT = 1 stepPROFIT = 400*PointValue myLOT = max(initLOT,initLOT+ROUND((strategyprofit-stepPROFIT)/stepPROFIT)) REM Anticipación a la media móvil en la entrada plusL = mm - mm[1] plusC = mm[1] - mm preciocompra = mm+plusL precioventa = mm-plusC REM Bloqueo de apertura de posiciones en la vela siguiente a cierre LastTrade = BarIndex - TradeIndex REM Establecer PROFIT Y STOPS REM PROFIT LARGO ProfitL = ((uma-ltp)*0.4) REM PROFIT CORTOS ProfitC = ((ltp-umb)*0.25) REM STOP LARGOS StopL = ((uma-ltp)*0.75) REM STOP CORTOS StopC = ((ltp-umb)*0.75) REM Entrada de posiciones largas IF NOT LongOnMarket AND NOT ShortOnMarket AND compra=1 and lasttrade>1 then BUY myLOT SHARE AT preciocompra LIMIT SET STOP ploss StopL SET TARGET pPROFIT ProfitL ENDIF REM Entrada de posiciones cortas IF NOT ShortOnMarket AND NOT LongOnMarket AND venta=1 and lasttrade>1 THEN SELLSHORT myLOT SHARE AT precioventa LIMIT SET STOP pLOSS StopC SET TARGET pPROFIT ProfitC ENDIF REM DISTANCIA OBJETIVO MOVIMIENTO DEL PRECIO: objetivo=45

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  REM ALEX v.0.2 @Binomio Trading Abril 2016 REM Estrategia ProOrder ProRealTime   REM No acumular órdenes DEFPARAM CumulateOrders=False   REM Horario de operativa DEFPARAM FlatBefore = 153000 DEFPARAM FlatAfter = 212900   REM Variables mm = average[8](close) uma = Highest[8](high) umb = Lowest[8](low)   REM Establecemos nuevo mínimo en movimiento bajista if umb<mm and high<mm then umb=Lowest[8](low) endif if high>mm then umb=mm endif   REM Establecemos nuevo máximo en movimiento alcista if uma>mm and low>mm then uma=Highest[8](high) endif if low<mm then uma=mm endif   REM Establecimiento del ultimo toque con la media móvil if barindex<2 then ltp = mm endif if(High[1]>mm[1] and Low[1]<mm[1]) then ltp = mm[1] endif   REM Condición de entrada Largo if (uma-ltp)>objetivo and uma>mm then compra=1 endif if (uma-ltp)<=objetivo then compra=0 endif   REM Condición de entrada corto if (ltp-umb)>objetivo and umb<mm then venta=1 endif if (ltp-umb)<=objetivo then venta=0 endif   REM GESTION MONETARIA REM Cálculo de contratos a operar initLOT = 1 stepPROFIT = 400*PointValue myLOT = max(initLOT,initLOT+ROUND((strategyprofit-stepPROFIT)/stepPROFIT))   REM Anticipación a la media móvil en la entrada plusL = mm - mm[1] plusC = mm[1] - mm preciocompra = mm+plusL precioventa = mm-plusC   REM Bloqueo de apertura de posiciones en la vela siguiente a cierre LastTrade = BarIndex - TradeIndex   REM Establecer PROFIT Y STOPS REM PROFIT LARGO ProfitL = ((uma-ltp)*0.4)   REM PROFIT CORTOS ProfitC = ((ltp-umb)*0.25)   REM STOP LARGOS StopL = ((uma-ltp)*0.75)   REM STOP CORTOS StopC = ((ltp-umb)*0.75)   REM Entrada de posiciones largas IF NOT LongOnMarket AND NOT ShortOnMarket AND compra=1 and lasttrade>1 then BUY myLOT SHARE AT preciocompra LIMIT SET STOP ploss StopL SET TARGET pPROFIT ProfitL ENDIF   REM Entrada de posiciones cortas IF NOT ShortOnMarket AND NOT LongOnMarket AND venta=1 and lasttrade>1 THEN SELLSHORT myLOT SHARE AT precioventa LIMIT SET STOP pLOSS StopC SET TARGET pPROFIT ProfitC ENDIF   REM DISTANCIA OBJETIVO MOVIMIENTO DEL PRECIO: objetivo=45

   

  Hope it helps you!

  Cheers!

  

  Adolfo

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  06/03/2016 at 2:58 PM #8752
  mvajdi

  Hi Adolfo,

  Thank you for sharing your code. I am new in coding and wandered to use your code on  “Perpoint”  instead of “Share” which parts has to be changed?

   

  Thanks

  

  mvajdi

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