Hi all,
I'm trying to establish buysignal (or shortsignal) from the highest (or lowest) of the first bar of the day.
The code that was built (from many sources) and that I created is not adequately identifying disruptions (highest or lowest).
I use timestaps 15M
Could anyone help?
///////The code////////////////
//Identify newday and gap
IsNewDay = Day()!=Ref(Day(),-1);
UpGap = GapUp() AND IsNewDay;
DownGap = GapDown() AND IsNewDay;
//to identify timestamps of the bars
tn = TimeNum();
// define start/end hours in TimeNum format (timestamp)
StartTime = 091459;
EndTime = 105959;
BeginTradeDay = 092959;
EndTradeDay = tn >= 174459;
TimeOK = tn > BeginTradeDay AND tn <= EndTime;
// these conditions are true when TimeNum of the bar equals startime/endtime
StartBar = tn == StartTime;
EndBar = tn == Endtime;
// on the start bar we read the value of highest high or lowest low since the start bar
myH = IIf(UpGap, ValueWhen( StartBar, HighestSince( StartBar, High ) ), 0);
myL = IIf(DownGap, ValueWhen( StartBar, LowestSince( StartBar, Low ) ), 0);
BuyCondition = TimeOk;
BuySignal = Cross(H, Ref(myH, -1)) OR Cross(H, Ref(myH, -2)) OR Cross(H, Ref(myH, -3)) OR Cross(H, Ref(myH, -4))
OR Cross(H, Ref(myH, -5)) OR Cross(H, Ref(myH, -6)) OR Cross(H, Ref(myH, -7));
ShrtCondition = TimeOK;
ShrtSignal = Cross(Ref(myL, -1), L) OR Cross(Ref(myL, -2), L) OR Cross(Ref(myL, -3), L) OR Cross(Ref(myL, -4), L)
OR Cross(Ref(myL, -5), L) OR Cross(Ref(myL, -6), L) OR Cross(Ref(myL, -7), L);
Buy = BuyCondition AND BuySignal;
Short = ShrtCondition AND ShrtSignal;
Sell = Cover = EndTradeDay;
nATR = 3;//Optimize("nATR", 3, 1, 5, 1);
nATRRange = 14;//Optimize("nATRRange", 14, 9, 21, 1);
ApplyStop(stopTypeTrailing, stopModePoint, nATR * ATR( nATRRange ), True, True );
//////////////////////////////////////
Best Regards
Edilson
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Posted by: Edilson Santos <edilson.floriano@yahoo.com.br>
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