How to create a breakout box between 2 hours, Code please?

• 07/27/2018 at 1:36 PM #76886
  abacus23

  Wow , thank you, 3 masters. 🙂

  Just backtesting now.

  Many thanks for all 3 contributions. 😉

  Have a good weekend.

  

  abacus23

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  07/27/2018 at 3:33 PM #76903
  robertogozzi

  Vonasi wrote:

  I think it should be (Barindex – TradeIndex) and not (TradeIndex – BarIndex) and it closes after 30 bars not 10.

  I’m guessing you are on your phone Robertogozzi as the code was not inserted correctly – I tidied it up for you 🙂

  I WAS on my phone (I also wrote TradeInex instead of TradeIndex, but on the phone I couldn’t see whether it was highlighted or not!) . Thank you Vonasi.

  

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  10/11/2018 at 2:13 PM #82554
  abacus23

  defparam flatafter = 210000 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 2*pipsize endif timeEnterBefore1 = time >= 080000 timeEnterAfter1 = time < 120000 timeEnterBefore2 = time >= 150000 timeEnterAfter2 = time < 200000 if my condition AND ((timeEnterBefore1 AND timeEnterAfter1) or (timeEnterBefore2 AND timeEnterAfter2)) then if my condition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os stop endif endif set stop ploss 15 set target pprofit 15

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  defparam flatafter = 210000 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 2*pipsize endif timeEnterBefore1 = time >= 080000 timeEnterAfter1  = time < 120000   timeEnterBefore2 = time >= 150000   timeEnterAfter2  = time < 200000   if my condition AND ((timeEnterBefore1 AND timeEnterAfter1) or (timeEnterBefore2 AND timeEnterAfter2)) then if my condition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy  then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os stop endif endif set stop ploss 15 set target pprofit 15

  I was trying to add 2 time conditions, but it doesn’t seem to be working.

  Could somebody advise where I have gone wrong please?

  

  abacus23

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  10/11/2018 at 5:58 PM #82574
  robertogozzi

  There’s a missing ENDIF at line 37.

  Also, testing MY CONDITION at line 29 is useless (but this does not affect performance) since it’s been already evaluated at line 27.

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  abacus23

  

  robertogozzi

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  10/12/2018 at 4:18 PM #82657
  abacus23

  Robertogozzi,

  Many thanks for your email reply. 😉

  I added an, ENDIF in line 37, but the code doesn’t work?

  I get a syntax error: the following variable is undefined : my condition.

  Many thanks for all your help.

  defparam flatafter = 210000 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 2*pipsize endif timeEnterBefore1 = time >= 080000 timeEnterAfter1 = time < 120000 timeEnterBefore2 = time >= 150000 timeEnterAfter2 = time < 200000 if my condition AND ((timeEnterBefore1 AND timeEnterAfter1) or (timeEnterBefore2 AND timeEnterAfter2)) then if my condition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os stop endif endif endif set stop ploss 15 set target pprofit 15

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40

  defparam flatafter = 210000 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 061000 then yh = highest[86](high) yL=lowest[86](low) os = 2*pipsize endif timeEnterBefore1 = time >= 080000 timeEnterAfter1  = time < 120000   timeEnterBefore2 = time >= 150000   timeEnterAfter2  = time < 200000 if my condition AND ((timeEnterBefore1 AND timeEnterAfter1) or (timeEnterBefore2 AND timeEnterAfter2)) then if my condition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy  then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os stop endif endif endif set stop ploss 15 set target pprofit 15

   

  

  abacus23

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  10/12/2018 at 5:12 PM #82664
  robertogozzi

  I thought MY CONDITION was a plain text to refer tou tour own undisclosed conditions.

  Variable names cannot have spaces, nor special signs, only aphanumeric characters.

  You will have to define what your conditions are and write them in palce of MY CONDITIONS, say

  Average[10,0](close) CROSSES OVER Average[50,0](close) //or CROSSES UNDER for short trades

  1	Average[10,0](close) CROSSES OVER Average[50,0](close)  //or CROSSES UNDER for short trades

  or the like.

  

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  10/12/2018 at 5:22 PM #82667
  abacus23

  Roberto,

  Ok thank you, I will try.

  “my conditions” referred to the time, eg timenterbefore1 etc.

  i did write tcondition, but it still didn’t work.

  Thanks

  

  abacus23

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  10/12/2018 at 5:26 PM #82670
  robertogozzi

  MYCONDITION, TCONDITION or whatever else you write MUST be defined before being used, if it refers to the time conditions already in place, just remove it.

   

  

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  10/15/2018 at 12:13 PM #82781
  abacus23

  robertogozzi

  Thank you, that made it work. 😉

  

  abacus23

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  10/18/2018 at 12:21 PM #83081
  abacus23

  Code didn't work the same.

  defparam flatafter = 210000 if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 060500 then yh = highest[85](high) yL=lowest[85](low) os = 3*pipsize endif tcondition = time>074500 and time<205000 if tcondition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os stop endif endif set stop ploss 15 set target pprofit 15

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34

  defparam flatafter = 210000   if longonmarket then alreadybuy=1 endif if shortonmarket then alreadysell=1 endif if intradaybarindex=0 then alreadybuy=0 alreadysell=0 myprofit=strategyprofit endif if time = 060500 then yh = highest[85](high) yL=lowest[85](low) os = 3*pipsize endif   tcondition = time>074500 and time<205000   if tcondition and strategyprofit<=myprofit and yh>0 and yl>0 then if close<yh+os and not alreadybuy then buy 1 contract at yh+os stop endif if close>yl+os and not alreadysell then sellshort 1 contract at yl-os stop endif endif set stop ploss 15 set target pprofit 15

  Hi,

  Please could somebody clarify why my code works some days and not others.

  On 5/10/18 my code worked, how I wanted it to work, 0805 it went short, after the breakout of the conditions, yl / yh.

  On 8/10/18 my code didn’t work at 0755 short, when it should have, but activated at 1505n short? It’s the same code, the backtest proves it doesn’t work all the time.

  I have experienced it on other days as well, sometimes it works and sometimes not, not sure why?

  All I was after was a simple breakout strategy, but it seems I may have coded it incorrectly.

  Many thanks in advance. (The code should be attached)

  

  abacus23

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  10/18/2018 at 1:13 PM #83093
  robertogozzi

  On which instrument and TF?

  

  robertogozzi

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  10/18/2018 at 1:20 PM #83094
  abacus23

  Sorry. 🙄

   

  Wall Street, 5 min chart.

  

  abacus23

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  10/18/2018 at 2:08 PM #83100
  robertogozzi

  I think line 30 should read “close<yh-os“, but the cause for not entering on 8/10/18 at 0755 is because the previous bar, when the pending orders are placed, the short order was NOT place du to false conditions, because CLOSE (26435.1) < Y+OS(26435.6) and conditions at line 28 were not met.

   

   

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  abacus23

  

  robertogozzi

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  10/18/2018 at 2:16 PM #83102
  robertogozzi

  You can use GRAPH to display variables at runtime, with their values retained each bar.

  This debugging tool will help find out errors quickly (well… a bit quicker).

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  abacus23

  

  robertogozzi

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  10/18/2018 at 2:42 PM #83105
  abacus23

  Many thanks again Roberto. 😉 I will have a look into the graph function.

  I have changed the code, as you instructed above, it works on the 8/10/18, but there are more trades it does not take, where as the old code did.

  I presume there is no way of re-wording my code, to simplify it, so when the price crosses the breakout points,  yh / yl , it buys/sells regardless?

  

  abacus23

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