defining variables each morning

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  • 07/20/2017 at 8:11 AM #41126 quote
    tav
    Participant
    Junior

    How do I define a variable in the morning before trading?

    I would like variable traded=0 each morning until a trade has occured then traded=1 for rest of trading day.

    07/20/2017 at 9:11 AM #41133 quote
    robertogozzi
    Moderator
    Master

    You must first decide what is your trading time.

    Example if you only want to have the variable “traded” set between 10:00:00 and 19:00:00, each day (of course this won’t work in a Daily, or greater,  timeframe):

    ONCE StartTime = 100000
ONCE EndTime   = 190000
ONCE Traded    = 0
IF (time < StartTime) OR (time > EndTime) THEN
   Traded = 0
ELSE
   Traded = 1
ENDIF

    Roberto

    07/20/2017 at 8:16 PM #41192 quote
    tav
    Participant
    Junior

    ok thank you. I have it as you have shown it but I want trade=1 when another condition is fulfilled ie when a trade has happened. The problem I’m facing is traded randomly sets to 1 just before the condition is fulfilled usuallyjsut before DEFPARAM FlatBefore = 080500. |Does DEFPARAM FlatBefore  affect variable initialisation?

    07/21/2017 at 8:59 AM #41245 quote
    robertogozzi
    Moderator
    Master

    DEFPARAM FlatBefore does not affect variables, it affects conditions, though, because trades will not be triggered even if all conditions are met (but variables still retain their values as set at each new bar).

    To combine other conditions you may add them as follows:

    ONCE StartTime = 100000
ONCE EndTime   = 190000
ONCE Traded    = 0
IF (time < StartTime) OR (time > EndTime) THEN
   Traded = 0
ELSEIF (conditions) THEN                 // you may add other conditions here
   Traded = 1
ENDIF
    07/21/2017 at 9:47 PM #41332 quote
    tav
    Participant
    Junior

    thank you

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defining variables each morning


ProOrder: Automated Strategies & Backtesting

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tav @tavaziva_madzinga Participant
Summary

This topic contains 4 replies,
has 2 voices, and was last updated by tav
8 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/20/2017
Status: Active
Attachments: No files
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