premarket open price breakout strategy idea

Viewing 8 posts - 31 through 38 (of 38 total)
1 2 3
  • Author
    Posts
  • 05/11/2018 at 3:08 AM #70169 quote
    aland
    Participant
    Average

    in addition to my previous question, looking at the charts today I have 2 more questions:

    1. It seems that the algorithm does not take the spread into account. My algorithm would have failed today if it did calculate the spread width but in the backtesting it writes it as a success. How do I add IG changing spread into the code?
    2. Are there any system alerts/emails/SMS message that I can send myself during the algorithm? so that I would be notified and take over the position manually (is it possible at all to start automatic and change to manual if something goes wrong)

    Thanks again

    Alan

    05/11/2018 at 10:09 AM #70187 quote
    GraHal
    Participant
    Master

    The IG Old Platform allows an alert to be sent to the IG phone App when a new position is opened … see attached.

    aland thanked this post
    Aland-4.jpg Aland-4.jpg
    05/11/2018 at 10:28 AM #70195 quote
    GraHal
    Participant
    Master

    Sorry that attachment should have been, well ermm  … as attached! 🙂

    The setting is under Notifications as shown

    aland thanked this post
    Aland-5.jpg Aland-5.jpg
    05/11/2018 at 11:18 AM #70197 quote
    aland
    Participant
    Average

    Thanks GraHal,

    I also found the solution to teh spread question. I saw that it could be tweaked on the back test options on the right (writing here so others would be able to use it as well)

    So my 2 questions from late at nigh are resolved.

    The only open question is the TF – how to get the end of day high (and low) without calculating how many bars it is each day

    here is a reiteration of the only open question so far on this thread:

    Ok, Thanks

    So until MTF comes out, how can I ask:

    “give me the high (or low) of previous day” on a time frame of 3 min for example.

    when I use :

    high = highest[480](high)

    it will not work on some days as there aren’t 480 bars per day I guess and it will definitely not work after a weekend – so I am getting results that differ from the actual high and low of the day

    05/11/2018 at 12:41 PM #70198 quote
    GraHal
    Participant
    Master

    Day[1]High ??

    Somebody correct me if no good, but keeps the momentum up?? 🙂

    05/11/2018 at 12:56 PM #70199 quote
    GraHal
    Participant
    Master

    DHigh(1)

    I just tried above in a System of mine and it ran okay so above must be the correct syntax.

    Aland let us know how you get on

    05/11/2018 at 1:01 PM #70200 quote
    robertogozzi
    Moderator
    Master

    DHIGH(1) and DLOW(1)  should be the correct constants.

    You can easily GRAPH them in your strategy and see if that’s correct.

    GraHal and aland thanked this post
    05/11/2018 at 1:59 PM #70209 quote
    aland
    Participant
    Average

    Thanks I just realised that. the names confused me…

    Thanks for your help (again)

  • Author
    Posts
Viewing 8 posts - 31 through 38 (of 38 total)
1 2 3
  • You must be logged in to reply to this topic.

premarket open price breakout strategy idea


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
aland @aland Participant
Summary

This topic contains 37 replies,
has 6 voices, and was last updated by aland
7 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/01/2018
Status: Active
Attachments: 5 files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™