NexusFi: Find Your Edge


Home Menu

 





help defining a trade rule with excel


Discussion in Sierra Chart

Updated
      Top Posters
    1. looks_one ALFASSY with 6 posts (0 thanks)
    2. looks_two Jolew with 3 posts (3 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 Sawtooth with 1 posts (1 thanks)
    1. trending_up 6,248 views
    2. thumb_up 5 thanks given
    3. group 3 followers
    1. forum 10 posts
    2. attach_file 0 attachments




 
Search this Thread

help defining a trade rule with excel

  #11 (permalink)
 Sawtooth 
Prescott AZ USA
 
Experience: Advanced
Platform: SierraChart
Broker: Stage5, FCM:Dorman, Data:Denali, Routing:Teton
Trading: YM ES NQ
Posts: 474 since Nov 2009
Thanks Given: 219
Thanks Received: 603


ALFASSY View Post
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)))
h13=INDEX(A3:A30,MATCH(TRUE,Y3:Y30,FALSE),1)
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.
h13=INDEX(A3:A30,MATCH(TRUE,Y3:Y30,-1),1)
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.

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
PowerLanguage & EasyLanguage. How to get the platfor …
EasyLanguage Programming
MC PL editor upgrade
MultiCharts
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Exit Strategy
NinjaTrader
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
30 thanks
Spoo-nalysis ES e-mini futures S&P 500
28 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
20 thanks
GFIs1 1 DAX trade per day journal
16 thanks




Last Updated on June 13, 2011


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts