EasyLanguage one trade a day

January 23rd, 2018, 08:49 AM

what i am seeing in the debug is that
not only for the first bar of the day date <>date[1]
but also on all others bars

i am checking the values of date and date[1] and for all bars of the day
date show the date for today
date[1] show the date for yesterday

i thought date should show the date for current bar and date[1] should show the date for previous bar

ABCTG · January 23rd, 2018, 08:54 AM

nimrodc,

you would have to post the code snippet you use to check this and the chart timeframe you are applying this to.

Regards,

ABCTG

January 23rd, 2018, 08:56 AM

ABCTG

nimrodc,

you would have to post the code snippet you use to check this and the chart timeframe you are applying this to.

Regards,

ABCTG

this is the code

variables:
debug (0),
IntraBarPersist tradesCounter(0);

debug = 1;

[IntraBarOrderGeneration = TRUE]

If Date <> Date[1] then begin
tradesCounter = 0;
Value1 = date;
Value2 = date[1];
if debug = 1 then Breakpoint("checkpoint-1");
end;

i am debugging on SPY 15 min chart

thanks!

ABCTG · January 23rd, 2018, 09:07 AM

nimrodc,

I am not sure what you are seeing, but I only see this code executed on the first bar of the date in the debugger.
You can confirm this via the EasyLanguage Print Log by changing your code line with the Breakpoint to
something like: if debug = 1 then Print( BarDateTime.ToString(), "; I am here" ) ;

As the condition Date<>Date1[1] is true on the entire first bar, you will see multiple prints for each first bar of the day. This can be overcome by using an intrabarpersist variable that stores the current date, when Date <> this variable.
Something along the lines of:

Code

if Date <> oldDate then
begin
oldDate = Date;
tradeCounter = 0;
end;

Regards,

ABCTG

nimrodc

this is the code

variables:
debug (0),
IntraBarPersist tradesCounter(0);

debug = 1;

[IntraBarOrderGeneration = TRUE]

If Date <> Date[1] then begin
tradesCounter = 0;
Value1 = date;
Value2 = date[1];
if debug = 1 then Breakpoint("checkpoint-1");
end;

i am debugging on SPY 15 min chart

thanks!

October 15th, 2020, 07:55 AM

SMCJB

Or, put the counter inside the loop that gets you into the first trade.

Code

variables: tradesCounter(0);

[IntraBarOrderGeneration = TRUE]

If Date <> Date[1] then tradesCounter = 0;

If (marketposition = 0 and tradesCounter = 0) then begin 
    Buy ("BUY-LONG") next bar at market;
    tradesCounter = 1
end;

If marketposition = 1 then Sell ("STOPLOSS") next bar at EntryPrice - 0.5 Stop;

Just a question, if you only want to take one trade per day, do you need the tradescounter variable?
Can you just not use MP by itself?, for example only take a trade when MP = 0

Thanks!

ABCTG · October 15th, 2020, 09:48 AM

JBroex,

if your strategy exits (during the day) MarketPosition would return 0 again. Using MarketPosition alone might not effectively limit the strategy to one trade a day.

Regards,

ABCTG

JBroex

Just a question, if you only want to take one trade per day, do you need the tradescounter variable?
Can you just not use MP by itself?, for example only take a trade when MP = 0

Thanks!

January 12th, 2021, 11:36 PM

It should depend on whether your trying to trade only during margin times ( 0700 to 1500 ) or if your holding from 0000 to 2459. If your trying to buy at session open the problem is the futures sessions begin at 1600 and carry over into the next day so using date RW alone wont work. if your trying to close out during normal hours try if time < 1459 then. nut im not sure exactly when you want to buy in and out

EasyLanguage one trade a day

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EasyLanguage one trade a day