Referencing past candles

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  • 07/05/2016 at 3:20 PM #10240 quote
    jbyrne
    Participant
    Average

    Hi, in my system I need it to buy/short when a moving average crosses the price and when the RSI has been over 60/under 40 in the last 3 candles. Please help i don’t know how to do this. 🙂

    defparam preloadbars = 15
defparam CUMULATEORDERS = false
indicator2 = call "example5 : RSI"[14]
brsi = (indicator2 < 45)

indicator3 = call "example5 : RSI"[14]
srsi = (indicator3 > 65)

indicator1 = Average[9](close)

once haclose=close
once haopen=open

if barindex>1 then
haclose=(open+close+low+high)/4
haopen=(haopen[1]+haclose[1])/2
endif

//buy condition
cBuy = (haclose CROSSES OVER indicator1 and brsi)

//sell condition
cSell = (haclose CROSSES UNDER indicator1 and srsi)

If cbuy then
buy 5000 CASH at market
endif

If csell then
sell at market
endif

if csell then
sellshort 5000 CASH at market
endif

if cbuy then
exitshort at market
endif
    07/06/2016 at 8:43 AM #10264 quote
    mr.brymas
    Participant
    Average

    Check this thread: http://www.prorealcode.com/topic/rsi-sab-strategy/

    Nicolas thanked this post
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Referencing past candles


ProOrder: Automated Strategies & Backtesting

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jbyrne @jbyrne Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by mr.brymas
9 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/05/2016
Status: Active
Attachments: No files
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