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Israel
Posts: 2 since May 2020
Thanks Given: 0
Thanks Received: 1
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for some reason i see that the strategy has a position filled, but no position was filled. i guess it is because the the price reaching the BUY STOP during not regular trading hours, or maybe it has to do with IOG=TRUE. but not sure.
thanks to anyone that can help with this issue.
[IntrabarOrderGeneration = true]
Inputs:
Length(9),
Mult(1.25),
Capital(0),
Risk(100);
Vars:
MP(0),
kcUPband(0), kcDNband(0),
bbUPband(0), bbDNband(0),
dcUPband(0), dcDNband(0),
upBand(0), dnBand(0),
AvgBand(0),
VolGap(0),
VolShares(0),
QtyShares(0),
Split(0),
nShares(0);
MP = MarketPosition;
kcUPband = KeltnerEMA(C,Length,Mult);
kcDNband = KeltnerEMA(C,Length,-Mult);
bbUPband = BollingerBand(C,Length,Mult);
bbDNband = BollingerBand(C,Length,-Mult);
dcUPband = Highest(H,Length);
dcDNband = Lowest(L,Length);
upBand = minlist(kcUPband,bbUPband,dcUPband[1]);
dnBand = maxlist(kcDNband,bbDNband,dcDNband[1]);
AvgBand = (upBand+dnBand)/2;
if MP = 0 then
begin
VolGap = upBand-AvgBand;
if Capital <> 0 then
begin
VolShares = round(Risk/VolGap,0);
QtyShares = round(Capital/C,0);
nShares = minlist(VolShares,QtyShares);
end
else
nShares = round(Risk/VolGap,0);
Split = nShares/3;
buy next bar nShares shares at upBand stop;
end;
if MP = 1 then
begin
sell ("Exit") next bar at AvgBand stop;
sell Split shares total next bar at entryprice+VolGap*1.5 limit;
sell Split shares total next bar at entryprice+VolGap*3 limit;
end;
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