Check of previous candles

• 07/25/2018 at 11:29 AM #76693
  Marc

  Hi together,

  I’ve tried to fix the code a littlebit while using HA-Candles instead of normal Japanese Candle-Sticks and to expand days from non trading day monday to friday.
  There is a bug within the code and nothing happens when starting backtest.
  Can somebody try to check where I made the mistake?

  Thank you in advance

  Marc

  HA-Version

  DEFPARAM CumulateOrders = false EntryOpen = (open[1]+close[1])/2 //alternativ close EntryClose = (open+close+low+high)/4 //alternativ open TIMEFRAME (Monthly, updateonclose) IF EntryClose > EntryOpen THEN MyMonth = 1 //BULLish ELSE MyMonth = -1 //BEARish ENDIF TIMEFRAME (Weekly, updateonclose) IF EntryClose > EntryOpen THEN MyWeek = 1 //BULLish ELSE MyWeek = -1 //BEARish ENDIF TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF EntryClose > EntryOpen THEN MyDay = 1 //BULLish ELSE MyDay = -1 //BEARish ENDIF ThisDay = OpenDay IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN //Monday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN //Tuesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN //Wednesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN //Thursday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN //Friday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 1 OR 2 OR 3 OR 4 OR 5 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108

  DEFPARAM CumulateOrders = false EntryOpen = (open[1]+close[1])/2 //alternativ close EntryClose = (open+close+low+high)/4 //alternativ open TIMEFRAME (Monthly, updateonclose) IF EntryClose > EntryOpen THEN MyMonth = 1              //BULLish ELSE MyMonth = -1             //BEARish ENDIF   TIMEFRAME (Weekly, updateonclose) IF EntryClose > EntryOpen THEN MyWeek  = 1              //BULLish ELSE MyWeek  = -1             //BEARish ENDIF   TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF EntryClose > EntryOpen THEN MyDay   = 1              //BULLish ELSE MyDay   = -1             //BEARish ENDIF ThisDay = OpenDay IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Monday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Tuesday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Wednesday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Thursday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Friday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 1 OR 2 OR 3 OR 4 OR 5 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

   

  

  Marc

  Participant

  Topics: 12

  Replies: 100

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  07/25/2018 at 11:52 AM #76696
  robertogozzi

  This the code I adapted to non-MTF platforms

  DEFPARAM CumulateOrders = false ////////////////////////////////////////////////////////////////////////////////// // code to simulate accessing the MONTHLY TF // to retrieve previous month's OPEN & CLOSE // //TIMEFRAME (Monthly, updateonclose) FOR i = 1 TO 31 IF OpenMonth[i] <> OpenMonth[i - 1] THEN MyMonthClose = close[i] //Last Day of previous Month (month IDs differ) FOR j = i + 1 TO i + 31 IF OpenMonth[j] <> OpenMonth[j - 1] THEN MyMonthOpen = close[j - 1] //First Day of previous Month (month IDs differ) BREAK ENDIF NEXT BREAK ENDIF NEXT IF MyMonthClose > MyMonthOpen THEN MyMonth = 1 //BULLish ELSE MyMonth = -1 //BEARish ENDIF ////////////////////////////////////////////////////////////////////////////////// // code to simulate accessing the WEEKLY TF // to retrieve previous week's OPEN & CLOSE // //TIMEFRAME (Weekly, updateonclose) FOR i = 1 TO 13 IF OpenDayOfWeek[i] = 5 THEN MyWeekClose = close[i] //When day 5 closes, the WEEK is also closing MyWeekOpen = close[i + 5] //5 days before it was SUNDAY, thus week's opening BREAK ENDIF NEXT IF MyWeekClose > MyWeekOpen THEN MyWeek = 1 //BULLish ELSE MyWeek = -1 //BEARish ENDIF //TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF close > open THEN MyDay = 1 //BULLish ELSE MyDay = -1 //BEARish ENDIF ThisDay = OpenDayOfWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN //Monday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN //Tuesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 1 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

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  DEFPARAM CumulateOrders = false   ////////////////////////////////////////////////////////////////////////////////// //              code to simulate accessing the MONTHLY TF //              to retrieve previous month's OPEN & CLOSE // //TIMEFRAME (Monthly, updateonclose) FOR i = 1 TO 31 IF OpenMonth[i] <> OpenMonth[i - 1] THEN MyMonthClose = close[i]                 //Last Day of previous Month (month IDs differ) FOR j = i + 1 TO i + 31 IF OpenMonth[j] <> OpenMonth[j - 1] THEN MyMonthOpen = close[j - 1]        //First Day of previous Month (month IDs differ) BREAK ENDIF NEXT BREAK ENDIF NEXT IF MyMonthClose > MyMonthOpen THEN MyMonth = 1              //BULLish ELSE MyMonth = -1             //BEARish ENDIF   ////////////////////////////////////////////////////////////////////////////////// //              code to simulate accessing the WEEKLY TF //              to retrieve previous week's OPEN & CLOSE // //TIMEFRAME (Weekly, updateonclose) FOR i = 1 TO 13 IF OpenDayOfWeek[i] = 5 THEN MyWeekClose = close[i]            //When day 5 closes, the WEEK is also closing MyWeekOpen = close[i + 5]         //5 days before it was SUNDAY, thus week's opening BREAK ENDIF NEXT IF MyWeekClose > MyWeekOpen THEN MyWeek  = 1              //BULLish ELSE MyWeek  = -1             //BEARish ENDIF   //TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF close > open THEN MyDay   = 1              //BULLish ELSE MyDay   = -1             //BEARish ENDIF ThisDay = OpenDayOfWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Monday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Tuesday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 1 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

   

  

  robertogozzi

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  07/25/2018 at 12:06 PM #76698
  robertogozzi

  As for your previous code on top of the page, when changing code I suggest that you change 1 feature at a time and when THAT feature works go on to add another one, otherwise you (and everybody else) will be lost!

  If you want to add days after Tuesday lines 58-59 (for Wednesday) should be replaced by

  GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[2] = -1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[2] = 1 AND MyDay[1] = 1 AND MyDay = 1

  1 2	GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[2] = -1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[2] = 1  AND MyDay[1] = 1  AND MyDay = 1

  if you still want to check the same trend is upgoing.

  Moreover, my fault, line 24 of my original code and your line 25 should be replaced by

  ThisDay = OpenDayOfWeek

  1	ThisDay = OpenDayOfWeek

   

  

  robertogozzi

  Moderator

  Topics: 69

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  07/25/2018 at 1:04 PM #76706
  Marc

  Hi Roberto,

  this is the amended Code which contains the addition of ‘AND MyDay = -1’ &  ‘AND MyDay = 1’  for all other days than Monday and Tuesday.
  Amendment contains also the syntax ‘ThisDay = OpenDayOfWeek’

  Amended Code

  DEFPARAM CumulateOrders = false EntryOpen = (open[1]+close[1])/2 //alternativ close EntryClose = (open+close+low+high)/4 //alternativ open TIMEFRAME (Monthly, updateonclose) IF EntryClose > EntryOpen THEN MyMonth = 1 //BULLish ELSE MyMonth = -1 //BEARish ENDIF TIMEFRAME (Weekly, updateonclose) IF EntryClose > EntryOpen THEN MyWeek = 1 //BULLish ELSE MyWeek = -1 //BEARish ENDIF TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF EntryClose > EntryOpen THEN MyDay = 1 //BULLish ELSE MyDay = -1 //BEARish ENDIF ThisDay = OpenDayOfWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN //Monday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN //Tuesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN //Wednesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN //Thursday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN //Friday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 1 OR 2 OR 3 OR 4 OR 5 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

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  DEFPARAM CumulateOrders = false EntryOpen = (open[1]+close[1])/2 //alternativ close EntryClose = (open+close+low+high)/4 //alternativ open TIMEFRAME (Monthly, updateonclose) IF EntryClose > EntryOpen THEN MyMonth = 1              //BULLish ELSE MyMonth = -1             //BEARish ENDIF   TIMEFRAME (Weekly, updateonclose) IF EntryClose > EntryOpen THEN MyWeek  = 1              //BULLish ELSE MyWeek  = -1             //BEARish ENDIF   TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF EntryClose > EntryOpen THEN MyDay   = 1              //BULLish ELSE MyDay   = -1             //BEARish ENDIF   ThisDay = OpenDayOfWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Monday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Tuesday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Wednesday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Thursday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Friday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = Max(high,close) //alternativ high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = Min(low,close) //alternativ low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 1 OR 2 OR 3 OR 4 OR 5 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

   

  

  Marc

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  Topics: 12

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  07/25/2018 at 1:17 PM #76708
  Marc

  It’s still looking a little bit wrong in it’s structure…I used first code:

  DEFPARAM CumulateOrders = false TIMEFRAME (Monthly, updateonclose) IF close > open THEN MyMonth = 1 //BULLish ELSE MyMonth = -1 //BEARish ENDIF TIMEFRAME (Weekly, updateonclose) IF close > open THEN MyWeek = 1 //BULLish ELSE MyWeek = -1 //BEARish ENDIF TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF close > open THEN MyDay = 1 //BULLish ELSE MyDay = -1 //BEARish ENDIF ThisDay = OpenDayofWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN //Monday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN //Tuesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN //Wednesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN //Thursday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN //Friday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 1 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110

  DEFPARAM CumulateOrders = false   TIMEFRAME (Monthly, updateonclose) IF close > open THEN MyMonth = 1              //BULLish ELSE MyMonth = -1             //BEARish ENDIF   TIMEFRAME (Weekly, updateonclose) IF close > open THEN MyWeek  = 1              //BULLish ELSE MyWeek  = -1             //BEARish ENDIF   TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF close > open THEN MyDay   = 1              //BULLish ELSE MyDay   = -1             //BEARish ENDIF ThisDay = OpenDayofWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Monday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Tuesday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Wednesday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Thursday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN     //Friday GoLong  = MyMonth = 1  AND MyWeek =  1 AND MyDay[1] = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1  AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop   Loss   Sl SET Target Profit Tp ENDIF   IF ThisDay = 1 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

   

  

  Marc

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  07/25/2018 at 1:58 PM #76716
  robertogozzi

  As you add more days you’ll have to add further references to past instancesc of MyDay, thus MyDay, MyDay[1], MyDay[2],…

  Read https://www.prorealcode.com/topic/check-of-previous-candles/page/2/#post-76698.

  

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  07/26/2018 at 10:41 AM #76781
  Marc

  Hi Roberto,

  I see, I see…Thank you I will amend the code and paste latest version

   

  Rgds

  Marc

  

  Marc

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  07/26/2018 at 2:27 PM #76806
  Marc

  Amended Code

  TIMEFRAME (Monthly, updateonclose) IF close > open THEN MyMonth = 1 //BULLish ELSE MyMonth = -1 //BEARish ENDIF TIMEFRAME (Weekly, updateonclose) IF close > open THEN MyWeek = 1 //BULLish ELSE MyWeek = -1 //BEARish ENDIF TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF close > open THEN MyDay = 1 //BULLish ELSE MyDay = -1 //BEARish ENDIF ThisDay = OpenDayofWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN //Monday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN //Tuesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN //Wednesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN //Thursday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 AND MyDay[4] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 AND MyDay[4] = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN //Friday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 AND MyDay[4] = -1 AND MyDay[5] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 AND MyDay[4] = 1 AND MyDay[5] = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 1 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108

  TIMEFRAME (Monthly, updateonclose) IF close > open THEN MyMonth = 1 //BULLish ELSE MyMonth = -1 //BEARish ENDIF   TIMEFRAME (Weekly, updateonclose) IF close > open THEN MyWeek = 1 //BULLish ELSE MyWeek = -1 //BEARish ENDIF   TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF close > open THEN MyDay = 1 //BULLish ELSE MyDay = -1 //BEARish ENDIF ThisDay = OpenDayofWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN //Monday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN //Tuesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN //Wednesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN //Thursday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 AND MyDay[4] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 AND MyDay[4] = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN //Friday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 AND MyDay[4] = -1 AND MyDay[5] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 AND MyDay[4] = 1 AND MyDay[5] = 1 IF GoLong THEN EntryPrice = high BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = low SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 1 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

   

  

  Marc

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  07/26/2018 at 2:34 PM #76807
  Marc

  When checking System with manually traded one the differences are really big.

  I have no idea why the backtest show this negative results -.-

  

  Marc

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  07/27/2018 at 9:18 AM #76860
  Marc

  Hi together,

  I’d like to receive some help again. Is it possible to change the value of close to heikin ashi close?
  Is it correct to change close versus  (open+close+low+high)/4    ?

  The same idea for open: instead of open i would change the code to (open[1]+close[1])/2

  Then I need to calculate the high and low also in heikin ashi based calculation-system

  Thank you very much for your help.
  Marc

   

  

  Marc

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  07/27/2018 at 9:54 AM #76864
  robertogozzi

  There’s no instruction to deal with Heikin Ashi candles, when you want to reference them you’ll have to set them up like that

  IF BarIndex=0 THEN xClose = (open+high+low+close)/4 xOpen = open xHigh = high xLow = low ELSE xClose = (open+high+low+close)/4 xOpen = (xOpen[1]+xClose[1])/2 xHigh = Max(max(high, xOpen), xClose) xLow = Min(min(Low, xOpen), xClose) endif

  1 2 3 4 5 6 7 8 9 10 11

  IF BarIndex=0 THEN    xClose = (open+high+low+close)/4    xOpen  = open    xHigh  = high    xLow   = low ELSE    xClose = (open+high+low+close)/4    xOpen  = (xOpen[1]+xClose[1])/2    xHigh  = Max(max(high, xOpen), xClose)    xLow   = Min(min(Low, xOpen), xClose) endif

  this code is ready AS IS, just reference xClose, xOpen, xHigh, xLow to get Heikin Ashi values.

  Some prefer to use variable names with leading HA instead of X, you can change them as you like.

  To deal with HA you may use the search box to find out what HEIKIN (or ASHI, or HA)  returns.

   

  

  robertogozzi

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  07/27/2018 at 10:16 AM #76867
  Marc

  Hi Roberto thank you very much. Where can I set Barindex?

  Only as variablke on Top of the Code a la

  ‘BarIndex = 0’

  afterwards the rest of the code incl. amendmends?

   

  

  Marc

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  07/27/2018 at 10:23 AM #76869
  Vonasi

  Marc wrote:

  Where can I set Barindex?

  You do not need to set BARINDEX. It is the filing system for the bars on any chart. The first bar is BARINDEX =1 and the second is BARINDEX =2 and so on. If there are 10000 bars on your chart then the current bar is BARINDEX = 10000

   

  

  Vonasi

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  07/30/2018 at 12:46 PM #77070
  Marc

  Heres is the amended code:

  TIMEFRAME (Monthly, updateonclose) xClose = (open+high+low+close)/4 xOpen = (xOpen[1]+xClose[1])/2 xHigh = Max(max(high, xOpen), xClose) xLow = Min(min(Low, xOpen), xClose) IF (open+high+low+close)/4 > (xOpen[1]+xClose[1])/2 THEN MyMonth = 1 //BULLish ELSE MyMonth = -1 //BEARish ENDIF TIMEFRAME (Weekly, updateonclose) IF (open+high+low+close)/4 > (xOpen[1]+xClose[1])/2 THEN MyWeek = 1 //BULLish ELSE MyWeek = -1 //BEARish ENDIF TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF (open+high+low+close)/4 > (xOpen[1]+xClose[1])/2 THEN MyDay = 1 //BULLish ELSE MyDay = -1 //BEARish ENDIF ThisDay = OpenDayofWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN //Monday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = xHigh BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN //Tuesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 IF GoLong THEN EntryPrice = xHigh BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN //Wednesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 IF GoLong THEN EntryPrice = xHigh BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN //Thursday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 AND MyDay[4] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 AND MyDay[4] = 1 IF GoLong THEN EntryPrice = xHigh BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN //Friday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 AND MyDay[4] = -1 AND MyDay[5] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 AND MyDay[4] = 1 AND MyDay[5] = 1 IF GoLong THEN EntryPrice = xHigh BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF IF ThisDay = 1 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114

  TIMEFRAME (Monthly, updateonclose)   xClose = (open+high+low+close)/4 xOpen  = (xOpen[1]+xClose[1])/2 xHigh  = Max(max(high, xOpen), xClose) xLow   = Min(min(Low, xOpen), xClose)   IF (open+high+low+close)/4 > (xOpen[1]+xClose[1])/2 THEN MyMonth = 1 //BULLish ELSE MyMonth = -1 //BEARish ENDIF   TIMEFRAME (Weekly, updateonclose) IF (open+high+low+close)/4 > (xOpen[1]+xClose[1])/2 THEN MyWeek = 1 //BULLish ELSE MyWeek = -1 //BEARish ENDIF   TIMEFRAME (Daily, updateonclose) ONCE AlreadyTraded = 0 IF (open+high+low+close)/4 > (xOpen[1]+xClose[1])/2 THEN MyDay = 1 //BULLish ELSE MyDay = -1 //BEARish ENDIF ThisDay = OpenDayofWeek IF ThisDay = 1 AND Not OnMarket AND AlReadyTraded = 0 THEN //Monday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay = 1 IF GoLong THEN EntryPrice = xHigh   BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow   SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 2 AND Not OnMarket AND AlReadyTraded = 0 THEN //Tuesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 IF GoLong THEN EntryPrice = xHigh   BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow   SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 3 AND Not OnMarket AND AlReadyTraded = 0 THEN //Wednesday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 IF GoLong THEN EntryPrice = xHigh   BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow   SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 4 AND Not OnMarket AND AlReadyTraded = 0 THEN //Thursday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 AND MyDay[4] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 AND MyDay[4] = 1 IF GoLong THEN EntryPrice = xHigh   BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow   SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 5 AND Not OnMarket AND AlReadyTraded = 0 THEN //Friday GoLong = MyMonth = 1 AND MyWeek = 1 AND MyDay[1] = -1 AND MyDay[2] = -1 AND MyDay[3] = -1 AND MyDay[4] = -1 AND MyDay[5] = -1 GoShort = MyMonth = -1 AND MyWeek = -1 AND MyDay[1] = 1 AND MyDay[2] = 1 AND MyDay[3] = 1 AND MyDay[4] = 1 AND MyDay[5] = 1 IF GoLong THEN EntryPrice = xHigh   BUY 1 CONTRACT AT EntryPrice LIMIT ELSIF GoShort THEN EntryPrice = xLow   SELLSHORT 1 CONTRACT AT EntryPrice LIMIT ENDIF Sl = AverageTrueRange[2](close) Tp = Sl SET Stop Loss Sl SET Target Profit Tp ENDIF   IF ThisDay = 1 AND Not OnMarket THEN AlreadyTraded = 0 ENDIF IF OnMarket THEN AlreadyTraded = 1 ENDIF

  I think this should be correct…

   

  

  Marc

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  07/30/2018 at 1:47 PM #77077
  Marc

  When testing this system with it’s new parameters continaing ha-calculation of candles the return is confusing, because it’s very negative and shows only a downside curve…Anybody there who is willing to test this and confirms this?

   

  Rgds

  Marc

  

  Marc

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