Once again to the daily high from yesterday

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  • 04/23/2022 at 10:04 AM #192100 quote
    f1_maik
    Participant
    Junior

    Inspired by the current Strategy of the Week,

    Lift up and down DAX 5M

    I stumbled across the DHigh(1). Can I program it that way, do I catch the Friday high that way?

     

    The DHigh(1) for Monday refers to Sunday and not Friday, correct? Accordingly, I would have to take Dhigh(2) for the use for Friday’s high?

    So i could program like this?

     

    If opendayofweek= 1 then
c = DHigh(2)
elsif
IF opendayofweek >=2 and opendayofweek <=5 then
c = DHigh(1)
Endif

IF close crosses over c then ...

     

    Can I program it that way, do I catch the Friday’s high that way?

    04/23/2022 at 11:17 AM #192103 quote
    GraHal
    Participant
    Master
    f1_maik wrote:

    Inspired by the current Strategy of the Week,

    Where are you seeing ‘ Strategy of the Week’ … am I missing something? 🙂

    I did search on here using ‘Strategy of the Week’ and nothing jumps out?

    Thank you for drawing attention via the link.

    04/23/2022 at 11:40 AM #192104 quote
    f1_maik
    Participant
    Junior

    On the home page of Prorealcode, right hand midday.

    http://www.prorealcode.com

    GraHal thanked this post
    Screenshot_1.png Screenshot_1.png
    04/23/2022 at 11:54 AM #192106 quote
    GraHal
    Participant
    Master

    Ha, thanks … I never look at PRC Home page (will do from now on) I have the Forum page set as my landing page.

    04/23/2022 at 12:07 PM #192107 quote
    JS
    Participant
    Senior
    Hi @f1_maik

    DHigh(1) refers to the High of the previous trading day.

    Most trading is at a standstill over the weekend, with exceptions like crypto, so normally DHigh(1) used on Monday refers to Friday’s High.

    04/23/2022 at 1:30 PM #192109 quote
    nonetheless
    Participant
    Master
    GraHal wrote:
    I never look at PRC Home page
    no, I’d never seen that either. But perhaps worth noting that this ‘Strategy of the Week’ was actually posted 6 years ago. Hmm…
    04/23/2022 at 3:51 PM #192118 quote
    GraHal
    Participant
    Master
    Give it a go on backtest … even after 6 years it still shows a decent equity curve over 100k bars!  I guess that’s why it was picked for ‘Strategy of the Week’! I’m putting it straight onto Demo Forward Test on Monday. What happened to Reiner, didn’t he do a few other good Algo’s?  Maybe he’s on Market Place under cover of a pseudonym!? 🙂
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Once again to the daily high from yesterday


ProOrder: Automated Strategies & Backtesting

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f1_maik @f1_maik Participant
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This topic contains 6 replies,
has 4 voices, and was last updated by GraHal
3 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/23/2022
Status: Active
Attachments: 1 files
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