Close at a set time on a previous day

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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

Legend

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

Legend
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

Legend

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
6 years, 4 months ago.

Topic Details

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