Close at a set time on a previous day 

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    Posts
  • 05/27/2020 at 9:55 PM #133512 quote
    Bolt
    Participant
    New

    Can some one please point me in the correct direction for some code, I am aiming for the following:

    Close at a set time on a previous day

    Where the time and the relative day are variable.

    Many thanks

    05/27/2020 at 11:46 PM #133524 quote
    robertogozzi
    Moderator
    Master

    How can you close at a set time on a previous day, say yesterday?

    You should have closed yesterday.

    05/29/2020 at 4:44 PM #133798 quote
    Bolt
    Participant
    New

    Apologies I might not have been clear in my wording. I am trying to perform a price test on historic prices as a set time of day to base the decision to open on.

    In words I am trying to achieve the following:

    I want the price at 4pm 5 days ago to compare to the price at 4pm yesterday. If this is positive I will open a position at the today at 11am .

    I have tried the below but is it not working as expected on 1 hour charts

    IF (dclose (5) <= dclose(1)) AND (hour=16 and minute = 0000) THEN

    C1= 1

    endif

    IF (C1=1 AND time = 080000 AND not daysForbiddenEntry) THEN

    BUY 1 PERPOINT AT MARKET

    ENDIF

     

    I am sure it must be simple, just new to this and trying to get some basic testing done.

    Man thanks for any input in advance.

    05/29/2020 at 5:31 PM #133800 quote
    robertogozzi
    Moderator
    Master

    I understand. It’s not possible to reference past times using brackets as only past bars can be referenced.

    You have to save 5 prices at the same time, shifting them as days go by, then compare each day the previous one with the 5th previous one. You’ll have to use 5 different variable names (v11 might allow using arrays, but they are not much help this time):

    ONCE Day5 = 999999
ONCE Day4 = 999999
ONCE Day3 = 999999
ONCE Day2 = 999999
ONCE Day1 = 999999
IF time = 160000 THEN
   Day5 = Day4
   Day4 = Day3
   Day3 = Day2
   Day2 = Day1
   Day1 = close
ENDIF
IF time = 110000 THEN
   C1 = 0
   IF Day5 <= Day1 THEN
      C1 = 1
   ENDIF
endif
IF (C1=1 AND time = 110000 AND not daysForbiddenEntry) THEN
   BUY 1 PERPOINT AT MARKET
ENDIF
    05/29/2020 at 5:34 PM #133801 quote
    robertogozzi
    Moderator
    Master

    Sorry, I just edited line 15 due to mistyping.

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Close at a set time on a previous day 


ProOrder: Automated Strategies & Backtesting

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Bolt @richard_bolton Participant
Summary

This topic contains 4 replies,
has 2 voices, and was last updated by robertogozzi
5 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/27/2020
Status: Active
Attachments: No files
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