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I'm trying to devise a way to exit long
positions at the closing price of the day. This would be as an alternate tothe
normal sell conditions, should a position be in place at the end of day. I'm
using 1minute charts and the total number of minutes per day is not
fixed.
This is my first day coding in AFL. You
can ignore my clumsy attempt at solving this and just tell me how to do it if
you prefer. But just so you know I've made an effort, here's how I've been
trying to accomplish this:
Say varS1 represents the normal sell
conditions, and varEod represents end of day sell condition. I'm thinking the
likely statement to accomplish what I want is Sell
= varS1 OR varEod
It's the eod condition that has me
stumped. I tried to use DATENUM(), but I don't understand what goes in the
parenthesis. If I could code that DATENUM of the next bar is > DATENUM of the
current bar, I'd be home free. AFL would automatically use the correct
price of the last bar of the day, I think.
As an aside, this exercise brings up the
question of how to refer to dates or times of the price bars in AFL. I
haven't seen reference to these variables similar to the OHLC V OI reserved
variables.
Thanks for the help.
Esteban
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