max e min strategy

• 01/29/2017 at 4:54 PM #22963
  volpiemanuele

  Hi,

  I create e very simple code in order to trade a the end of day if the max e min of the day  exceeded the first candle of the last 10 minutes. I suppose to use a time frame o 5 minute in wall street cash (1530 cet time until 22:00 cet time). The system in back don’t trade and I don’t find the mistake. Can you hel me ? Thanks Emanuele

  DEFPARAM CumulateOrders = false DEFPARAM FlatAfter =220000 OraLimite = 215000 Orainizio = 215900 n=1 IF TIME=215000 THEN CashHighMo = Highest[76](high) CashLowMo = Lowest[76](low) endif if Time >= Orainizio and time <= Oralimite then if not onmarket then c1 = open > CashHighMo c2= open < CashLowMo IF c1 THEN buy n contract at market endif IF c2 THEN sellshort n contract at market endif endif endif SET STOP ptrailing 10

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  DEFPARAM CumulateOrders = false     DEFPARAM FlatAfter =220000     OraLimite = 215000   Orainizio = 215900   n=1     IF TIME=215000 THEN CashHighMo = Highest[76](high) CashLowMo = Lowest[76](low) endif   if Time >= Orainizio and time <= Oralimite then   if not onmarket then   c1 = open > CashHighMo c2= open < CashLowMo     IF c1 THEN buy n contract at market endif   IF c2 THEN sellshort n contract at market endif   endif endif   SET STOP ptrailing 10

   

  

  volpiemanuele

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  01/29/2017 at 7:00 PM #22973
  volpiemanuele

  Hi,

   

  I change the code after having see the video on you tube but I don’t solve the problem. Why  ? Thanks

  DEFPARAM CumulateOrders = false DEFPARAM FlatAfter =220000 OraLimite = 215000 Orainizio = 215900 n=1 condition = time > 153000 and time < 215000 if condition then Maxprice = max(Maxprice, high) Minprice = min(Minprice, low) endif if Time >= Orainizio and time <= Oralimite then if not onmarket then c1 = close > Maxprice c2= Close < Minprice IF c1 THEN buy n contract at market endif IF c2 THEN sellshort n contract at market endif endif endif SET STOP ptrailing 10

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  DEFPARAM CumulateOrders = false     DEFPARAM FlatAfter =220000     OraLimite = 215000   Orainizio = 215900   n=1   condition = time > 153000 and time < 215000     if condition then Maxprice = max(Maxprice, high) Minprice = min(Minprice, low) endif   if Time >= Orainizio and time <= Oralimite then   if not onmarket then   c1 = close > Maxprice c2= Close < Minprice     IF c1 THEN buy n contract at market endif   IF c2 THEN sellshort n contract at market endif   endif endif   SET STOP ptrailing 10

   

  

  volpiemanuele

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  01/29/2017 at 9:41 PM #22998
  Joachim Nilsson

  I think it has to do with this piece of code. You don´t define maxprice and minprice if you have them on both side of the =.

  if condition then Maxprice = max(Maxprice, high) Minprice = min(Minprice, low) endif

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  if condition then Maxprice = max(Maxprice, high) Minprice = min(Minprice, low) endif

   

  

  Joachim Nilsson

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  01/29/2017 at 9:54 PM #23000
  Joachim Nilsson

  Something like this?

  DEFPARAM CumulateOrders = false DEFPARAM FlatAfter =220000 OraLimite = 215000 Orainizio = 215900 n=1 if Time >= oralimite and time <= Orainizio then c1= open < close-2 c2= open > close-2 if not onmarket then IF c1 THEN buy n contract at market endif IF c2 THEN sellshort n contract at market endif endif endif SET STOP ptrailing 10

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  DEFPARAM CumulateOrders = false     DEFPARAM FlatAfter =220000     OraLimite = 215000   Orainizio = 215900   n=1   if Time >= oralimite and time <= Orainizio then   c1= open < close-2 c2= open > close-2       if not onmarket then         IF c1 THEN buy n contract at market endif   IF c2 THEN sellshort n contract at market endif   endif endif     SET STOP ptrailing 10

   

  

  Joachim Nilsson

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  Been thanked: 18 times
  01/29/2017 at 10:11 PM #23005
  volpiemanuele

  Hi,

  Thanks but I want to have max e min of a certain range time of the day. In these manner that you have suggested to me  I don’t have max e min. Thanks

  

  volpiemanuele

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