how do i create this strategy?

December 2nd, 2009, 04:35 AM

Hi,

Need some help trying to create this strategy.

1) To determine the high and low of the first 30 mins of trading day and to use them as the day's support and resistance.
2) To initiate a long if a higher high is greater than the high that was determined in the first 30 minutes and to initiate a short if a lower low is lesser than the low that was determined first 30 mins of the trading day.

i can't get the high and low of the first 30 minutes to be the boundaries for use throughout the day. by that i mean, the high and low keeps on moving as we move through the trading day. and i am using 1 minute charts.

December 2nd, 2009, 05:37 AM

hallo kaywai,
welcome to our forum !

December 2nd, 2009, 06:01 AM

Maybe something like:

Code

                            
private int endPeriod = 100000;
private int _H;
private int _L;
protected override void OnBarUpdate()
{
if (ToTime(Time[0]) < endPeriod) 
  return;
if (ToTime(Time[0]) == endPeriod) {
  _H=HighestBar(High, Bars.BarsSinceSession - 1);
  _L=LowestBar(Low, Bars.BarsSinceSession - 1);}
  return;
if (High > High[_H])
  EnterLong( DefaultQuantity,"");
if (Low < Low[_L])
  EnterShort( DefaultQuantity,"");
  
}

_H/_L stores the bar number which had the higher high/lower low before 10:00 am (I assume we are here working on the ES cash session, in NY timezone, and the start session is defined at 09:30 am)

Not tested...

December 2nd, 2009, 07:36 AM

Sam, Thx for your help. Getting an "error on generating strategy message, and being a noob at programming doesn't help! Let me show you what I've done and you can point out what I've done wrong.

{
#region
privateint endPeriod = 081500;
privateint _H;
privateint _L;
#endregion
}
protectedoverridevoid OnBarUpdate()
{
if (ToTime(Time[0]) < endPeriod)
return;
if (ToTime(Time[0]) == endPeriod) {
_H=HighestBar(High, Bars.BarsSinceSession - 1);
_L=LowestBar(Low, Bars.BarsSinceSession - 1);}
return;
if (High > High[_H])
EnterLong(_H + TickSize);
if (Low < Low[_L])
EnterShort(_L - TickSize);
}

December 2nd, 2009, 07:39 AM

Thanks for the welcome Max. Hopefully one day I can contribute. Right now, I'm a noob!

December 2nd, 2009, 10:59 AM

You may create a basic strategy with the wizard, then edit the .cs an make your own modification.
If you had removed the space char between private and int, for example, well it's not going to work...

December 2nd, 2009, 11:46 AM

sorry dude. thx again

December 13th, 2009, 03:32 AM

Hi Jeff, Try this

December 17th, 2009, 09:13 AM

sam028

You may create a basic strategy with the wizard, then edit the .cs an make your own modification.
If you had removed the space char between private and int, for example, well it's not going to work...

This is just from pasting into the forum, you need to wrap code around either the [ code ] or [ php ] blocks so it doesn't word wrap or improperly format.

Mike

August 20th, 2018, 01:28 AM

Big Mike

This is just from pasting into the forum, you need to wrap code around either the [ code ] or [ php ] blocks so it doesn't word wrap or improperly format.

Mike

Thanks BIG MIKE. I WISH I knew how to code. U r work is fabulous. Tyvvm. IB

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how do i create this strategy?

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how do i create this strategy?