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Always In Strategy for Testing


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Always In Strategy for Testing

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 zeller4 
Orlando Florida
 
Experience: Intermediate
Platform: NT8
Trading: CL, NQ, ES, RTY
Posts: 477 since Jun 2009
Thanks Given: 1,416
Thanks Received: 404

Hello,

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.

Kirk

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

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Attached Files
Elite Membership required to download: Sample_Always_In_Hi_Lo.zip
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Last Updated on February 24, 2010


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