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Always In Strategy for Testing
Started:February 24th, 2010 (11:48 AM) by zeller4 Views / Replies:1,072 / 1
Last Reply:February 24th, 2010 (11:48 AM) Attachments:3

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Always In Strategy for Testing

Old February 24th, 2010, 11:48 AM   #1 (permalink)
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Always In Strategy for Testing


I'm "toying" with an "Always-In" strategy so I can test the use of GetCurrentBid() and GetCurrentAsk(). I've attached the Indicator and Strategy codes and screenshots below. I'm not sure why the following occurs:

1. I've added DrawLine so you can see when the GannHiLo flips - not sure the best way to get the entry orders to exactly hit like the drawline plots.
2. I've included exits right before entries - I'm believing I should get a same fill unless I need to have a reversing order instead? What is the syntax for reversing orders?
3. Sometimes, the orders don't fill so that when the TriggerDown line has plotted, and after a bar has passed, I'm still in a long position. Not sure why...
4. If Indexing or COBC should be modified to make this work correctly, please let me know.
5. If the use of GetCurrentBid/Ask needs to be modified to something better, please let me know. I'm sometimes using OnMarketData but I've simplified for this test.

Thanks for any help.


ps - I'm testing on a 1-minute chart (30 sec when the market slows down) just to test setups.

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Always In Strategy for Testing-6e-03-10-2_24_2010-1-min-.jpg   Always In Strategy for Testing-6e-03-10-2_24_2010-1-min-charttrader.jpg  
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Last edited by zeller4; February 24th, 2010 at 12:06 PM.
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Old February 24th, 2010, 11:48 AM   #2 (permalink)
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