Execution of order with immediate time

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  • 07/04/2017 at 12:32 PM #39777 quote
    CHIFHE
    Participant
    Junior

    can anyone help me to code the program below to execute trade immediately when the condition meet without waiting 2hrs period close for the price action.

    // Definition of code parameters

DEFPARAM CumulateOrders = False // Cumulating positions deactivated

 

// Conditions to enter long positions

indicator1 = Cycle(close)

c1 = (indicator1 CROSSES OVER -13)

indicator2 = CCI[20]

c2 = (indicator2 < 100)

 

IF c1 AND c2 THEN

BUY 2 CONTRACT AT MARKET

ENDIF

 

// Conditions to exit long positions

indicator3 = CCI[20]

c3 = (indicator3 CROSSES OVER 100)

 

IF c3 THEN

SELL AT MARKET

ENDIF

 

// Conditions to enter short positions

indicator4 = Cycle(close)

c4 = (indicator4 CROSSES UNDER 13)

indicator5 = CCI[20]

c5 = (indicator5 > -100)

 

IF c4 AND c5 THEN

SELLSHORT 2 CONTRACT AT MARKET

ENDIF

 

// Conditions to exit short positions

indicator6 = CCI[20]

c6 = (indicator6 CROSSES UNDER -100)

 

IF c6 THEN

EXITSHORT AT MARKET

ENDIF

 

// Stops and targets

SET STOP pLOSS 250
    Mudzili-auto-stratergy.docx
    07/10/2017 at 9:38 AM #40207 quote
    Nicolas
    Keymaster
    Master

    Until the new multi timeframe support to come, the only way to launch orders between 2 bars is to use pending orders. But in this case, we need to know at which price levels they need to be put at market and they do not be executed instantly also..

    Because indicators are computed on Close (for most of them and that’s the case in your strategy), why do you want to take orders on not confirmed calculation? (when the candlestick is closed and the information is written in the marble 😉 )

    Khaled thanked this post
    07/10/2017 at 11:51 AM #40229 quote
    CHIFHE
    Participant
    Junior

    Thanks nico

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Execution of order with immediate time


ProOrder: Automated Strategies & Backtesting

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CHIFHE @tshivhmc1 Participant
Summary

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

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/04/2017
Status: Active
Attachments: 1 files
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