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help defining a trade rule with excel
Started:May 12th, 2011 (09:49 AM) by ALFASSY Views / Replies:2,737 / 10
Last Reply:June 13th, 2011 (08:37 PM) Attachments:0

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help defining a trade rule with excel

Old June 13th, 2011, 08:37 PM   #11 (permalink)
Elite Member
Phoenix AZ USA
Futures Experience: Advanced
Platform: SierraChart
Broker/Data: TradePro/TransAct
Favorite Futures: NQ YM ES
Posts: 262 since Nov 2009
Thanks: 121 given, 283 received

Hi again
I used the match index function to get the time when the market price first touched the pivot +0.5 and it worked but i have a little question.

this is what i have done:ac3 is the pivot
y3 =AND($J$41-INT($J$41)>TIMEVALUE("16:30:00"),OR(CROSSFROMABOVE(E3:E4,AC3+0.5),CROSSFROMBELOW(E3:E4,AC3+0.5)))
a30 because i use 15 min bars chart and i only need the last 6 hours

h13 gave me the time of the last crossover in the range(a12). but i want the time of the first crossover in the range(a18). how can i get that??

another question: because i use 15 min bars chart, when h13 gives me a time i don't know where inside that 15 minutes it happened. how can i get a more accurate time??? my idea is opening another chart of 1 minute bars and then my offset will be less then a minute, which is acceptable. do you have a better idea?

thank a lot in advance!! have a nice day!

Since SC worksheets are in descending order, try using a match_type of -1, not FALSE.
This should give you the first crossover and not the last crossover.

Your idea of using another chart of a shorter timeframe, 1 min as you suggested, is the only way I know to get the time inside the 15 min bar. J41 updates with every price tick but I don't know any way to capture it at the moment another cell goes TRUE.

I don't think locking the state can lock a value. I've tried to do this without success. If you figure it out, I'd be interested to see your solution.

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