help coding a Gap strategy

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  • 01/14/2021 at 6:51 PM #157878 quote
    Supergute
    Participant
    New

    Hi , was some years since i trade and programing, need som help if possible ,
    with a code for backtesting/auto trade .

    Thanx alot

    Longtrade…
    •Close over MA 100 (daily)
    •Open in between yesterdays lowest and Highest
    •Open UNDER yesterdays close
    •Entry 10.00 a clock
    •Stop (x value) point
    •Target (xvalue) point
    •Timeexit 17.00 a clock

    03/29/2021 at 5:24 PM #165659 quote
    robertogozzi
    Moderator
    Master

    There you go:

    Timeframe(Daily,UpdateOnClose)
Sma100 = average[100,0](close)
Timeframe(default)
l1 = close > Sma100
l2 = (Dopen(0) >= Dlow(1)) AND (Dopen(0) <= Dhigh(1))
l3 = Dopen(0) < Dclose(1)
IF (Time = 100000) OR ((Time > 100000) AND (Time[1] < 100000)) then
   BUY 1 Contract AT Market
   SET Stop   pLoss   300
   SET Target pProfit 300
ENDIF
IF (Time = 170000) OR ((Time > 170000) AND (Time[1] < 170000)) AND LongOnMarket then
   SELL at Market
ENDIF
//graphonprice Dopen(0)  coloured(0,0,255,85)
//graphonprice Dopen(1)  coloured(0,0,255,255)
//graphonprice Dhigh(1)  coloured(0,255,0,200)
//graphonprice Dlow(1)   coloured(255,0,0,255)
//graphonprice Dclose(1) coloured(0,0,255,80)
//graphonprice Sma100
    Supergute and Midlanddave thanked this post
    03/30/2021 at 4:38 PM #165766 quote
    Supergute
    Participant
    New

    Thank you so much for your time to help me..

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help coding a Gap strategy


ProOrder: Automated Strategies & Backtesting

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Supergute @supergute Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Supergute
4 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/14/2021
Status: Active
Attachments: No files
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