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Anyone have any ideas??
Any suggestions would be much appreciated.
Thanks
Sam
--- In amibroker@xxxxxxxxxxxxxxx, "ss_aussie" <ss_aussie@xxx> wrote:
>
>
> Hi all,
>
> I am hoping that someone will be able to help me with my code. I
am not
> exactly a coder, but have been working on it...
>
> I am trying to code the following for any market, but would like to
test
> it initially on Forex;
>
> Place trades 50 PIPS above OR below the Close for the previous week.
>
> Open on the Monday OR Tuesday of the trading session for that week.
>
> If the "Buy" is executed, move the sell up to the previous weeks
close
> If the "Sell" is executed, move the buy down to the previous weeks
close
>
> Use a fixed 30 PIP stop. No profit targets. Let the trade run for
the
> entire week AND Close
> during the final 30 minutes of the market for the week.
>
>
> Example:
>
> Previous weekly close: 1.9597
> Buy: 1.9647
> Sell: 1.9547
>
> The following rule is a bit different than most trading systems of
this
> style:
>
> If the "Buy" is executed, move the sell up to the previous weeks
close
> (1.9597 in this case)
>
> If the "Sell" is executed, move the buy down to the previous weeks
close
> (in this case likewise 1.9597)
>
>
> Here is the code I have come up with so far. I have found that the
most
> challenging thing is to get it to flip the trade I.e. if stopped
out, to
> move the entry again and trading the other way. I.e. if stopped
out of
> the initial long position, to move the target entry for going
short. I
> can't work out how to make it go short (on same day if the new
target is
> hit).
>
> SetOption("InitialEquity",10000);
>
> SetTradeDelays(0,0,0,0);
>
> LastWeekClose = TimeFrameGetPrice("C", inWeekly, -1);
>
> LastWeekOpen = TimeFrameGetPrice("O",inWeekly,-1);
>
> LastWeekLow = TimeFrameGetPrice("L",inWeekly,-1);
>
> LastWeekHigh = TimeFrameGetPrice("H",inWeekly,-1);
>
> WeeklyTarget = LastWeekClose;
>
> WeeklyLongEntryLevel = WeeklyTarget + 0.0050;
>
> WeeklyShortEntryLevel = WeeklyTarget - 0.0050;
>
> BuyStopCrossed = Cross(H,WeeklyLongEntryLevel);
>
> ShortStopCrossed = Cross(WeeklyShortEntryLevel,L);
>
> InitialLongStop = WeeklyLongEntryLevel - 0.0030;
>
> InitialShortStop = WeeklyShortEntryLevel + 0.0030;
>
> BuyExecuted = IIf(BuyStopCrossed==1,1,0);
>
> ShortExecuted = IIf(ShortStopCrossed==1,1,0);
>
> MoveBuy = IIf(ShortExecuted,WeeklyTarget,WeeklyLongEntryLevel);
>
> MoveShort = IIf(BuyExecuted,WeeklyTarget,WeeklyShortEntryLevel);
>
> BuyStop = MoveBuy;
>
> SellStop = MoveShort;
>
> Buy = Cross( High, BuyStop ) AND (DayOfWeek()==1 OR DayOfWeek()==2);
>
> Short = Cross( SellStop,Low )AND (DayOfWeek()==1 OR DayOfWeek()==2);
>
> Sell = DayOfWeek()==5;
>
> Cover = DayOfWeek()==5;
>
> BuyPrice = Max( BuyStop, Low ); // make sure buy price not less
than Low
>
> SellPrice = C;
>
> ShortPrice = Max(Sellstop, High);
>
> CoverPrice = C;
>
> ApplyStop(stopTypeLoss,stopModePoint,0.0030,1,0);
>
> I would really appreciate some help on where I am going wrong.
>
> Thanks,
>
> Sam
>
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