Intraday Daily Pivot Breakout NASDAQ100 – Lance

Viewing 1 post (of 1 total)
  • Author
    Posts
  • #33123 quote
    LancerX
    Participant
    Junior

    HI,

    I am new to proreal code forum but I been trading for almost a year.

    I have made the simple strategy that will work on Daily Pivot point break out (Long) with taking profit when price is crossing Daily R1.

    Any comments will be highly appreciated.

    Code below:

    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    
    // Conditions to enter long positions
    c1 = (close >= close[1])
    indicator1 = (DHigh(1) + DLow(1) + DClose(1))/3
    c2 = (close CROSSES OVER indicator1)
    
    IF c1 AND c2 THEN
    BUY 2 CONTRACT AT MARKET
    ENDIF
    
    // Conditions to exit long positions
    indicator2 = 2*((DHigh(1) + DLow(1) + DClose(1))/3) - DLow(1)
    c3 = (close CROSSES OVER indicator2)
    
    IF c3 THEN
    SELL AT MARKET
    ENDIF
    index-pivot-breakout-strategy-1492978349lcp481.jpg index-pivot-breakout-strategy-1492978349lcp481.jpg
Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.

Intraday Daily Pivot Breakout NASDAQ100 – Lance


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
LancerX @rpcasanas30779 Participant
Summary

This topic contains 1 voice and has 0 replies.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/24/2017
Status: Active
Attachments: 1 files
Logo Logo
Loading...