Hi Traders,

I am new to the ProReal Time software as well as coding. I am working on a basic Breakout strategy to get started. I have some problems with setting the breakout time correctly and it seems like the the “HIGH” and “LOW” are 10 minutes before my settings in the code. Example below the breakout time is set between 09:00 and 09:30 but when running the backtest it seems to take the high and low 08:50 – 09:20. Accept for that it seems to be working. there can only be 1 trade per day and the TP and SL are set value. Please comment if you see anything alse that could be improved when it comes to coding. I know this strategy doesnt deliver any great result at this point, but right now I am just interesting in learning the ProReal Time coding.

Thanks!

Defparam cumulateorders = false

// The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the “FLATBEFORE” time.

DEFPARAM FLATBEFORE = 093000

// Cancel all pending orders and close all positions at the “FLATAFTER” time

DEFPARAM FLATAFTER = 172459

n = 240

//code

ONCE hi=undefined

ONCE lo=undefined

Rule1b = (barindex-tradeindex>=(12*10))

if time<090000 then

hi=high

lo=low

elsif time<093000 and time>=090000 then

hi=max(high,hi)

lo=min(low,lo)

trade = 0

ENDIF

IF trade = 0 AND Rule1b THEN

BUY n SHARES at HI STOP

ENDIF

IF longonmarket THEN

trade = 1

SET STOP pLOSS 36

SET TARGET pPROFIT 40

ENDIF

IF trade = 0 AND Rule1b THEN

SELLSHORT n SHARES at lo STOP

ENDIF

IF shortonmarket THEN

trade = 1

SET STOP pLOSS 56

SET TARGET pPROFIT 28

ENDIF