Hello!

I have a Problem with my programm.

The Idea is to go short on thursday on S&P if the close on wednesday is under the Supertrend (2,5 10).

Exit is at the end of the month. Entry at beginn of month. SL is if the course makes a new 20 day high.

The code works as estimated,

but i saw a detail that if the open on thursday is higher than the supertrend level from wednesday, there shouldn’t be a short trade.

On September 5.9.19 the open is higher than the supertrend level of wednesday 4.9.

In this case i don’t want to do the trade because it close is.

Can someone help me with my code?

defparam preloadbars=5000
defparam cumulateorders=false
size=(100000+strategyprofit)/(close)

// Festlegung Variablen


//Supertrendabfrage für Short
indicator7 = SuperTrend[2.5,10]
c7 = (close < indicator7)



c9 = dayofweek=4 //Wochentag Thursday

//Short Exit over 20 dayhigh
indicator10=DonchianChannelUp[20]
c10=close>indicator10


//Entry parameter




if not longonmarket and day>3 and day <24 and c7 and c9 then // short-parameter
sellshort size contracts roundedup at market
endif

if shortonmarket and day>24 or c10 then // parameter for short-close
exitshort at market
endif

Problem_Supertrend.png