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Hi,
I want to write simple system working on dayily bars. I want to take LONG when price = OPEN+15 or take SHORT when price = OPEN-15. But I have problem: how can I check on historical data what is first: OPEN+15 or OPEN-15. Days bar don't have this information and this is why in those specific days I want to change TimeFrame to 1minute bars or 1Hours bars. But I don't know how to do that :-(
Could anybody help me with that ?
Regards
// set Automatic Analysis / Setting / Periodicity = Daily !!!!!!!!!!!!!
SetBarsRequired(100000,100000); // require all past and all future bars
SetOption("InitialEquity", 10000 );
SetOption("MaxOpenPositions", 100 );
SetTradeDelays(0,0,0,0);
SetOption("FuturesMode", True);
SetOption("ReverseSignalForcesExit", True);
SetOption("AllowPositionShrinking", True);
SetOption("AccountMargin", 100);
SetOption("UsePrevBarEquityForPosSizing", False);
SetOption("AllowSameBarExit", True); // aby by³o wiêcej niz jeden sygnal na swieczce !
Buy = Sell = Cover = Short = 0;
BuyPrice = SellPrice = CoverPrice = ShortPrice = 0;
w1=15;
for( i = 1; i < BarCount; i++ )
{
if ((Open[i] + w1 <= High[i]) && (Open[i] - w1 >= Low[i]))
{
// HELP HELP HELP HELP HELP HELP HELP HELP HELP
// HELP HELP HELP HELP HELP HELP HELP HELP HELP
// HELP HELP HELP HELP HELP HELP HELP HELP HELP
// long or short
// how can I switch to 15 minut data and check what is first: long or short position on this day ?
/*
TimeFrameSet (inHourly);
HourOpen = Open;
HourClose = Close;
HourDateTime= DateTime();
TimeFrameRestore ();
HourOpen = TimeFrameExpand( HourOpen , inDaily );
HourClose = TimeFrameExpand( HourClose , inDaily );
HourDateTime = TimeFrameExpand( HourDateTime, inDaily );
for (number=1; number<5; number++) {
_TRACE("# ,"+NumToStr(HourDateTime[number],formatDateTime)+" <aa> "+ii+", "+NumToStr(HourOpen[number],1.0,False));
}
*/
}
else
{
if (Open[i] + w1 <= High[i]) {
// now long position
Buy[i] = True;
BuyPrice[i]=Open[i] + w1;
Sell[i] = True;
rice[i]=Close[i];
}
if (Open[i] - w1 >= Low[i]) {
// now Short position
Short[i] = True;
ShortPrice[i]=Open[i] - w1;
Cover[i] = True;
CoverPrice[i]=Open[i] - w1;
}
}
}
Filter = ((BuyPrice > 0) || (ShortPrice > 0));
AddColumn(BuyPrice, "BuyPrice", format=1.0);
AddColumn(ShortPrice, "ShortPrice", format=1.0);
GraphXSpace = 10;
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
_N(Title = Title + EncodeColor(colorRed));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
PlotShapes(Buy*shapeUpArrow,colorGreen,0,Low);
PlotShapes(Short*shapeDownArrow, colorRed, 0, High);
PlotShapes(Sell*shapeHollowDownArrow,colorGreen,0,High +12);
PlotShapes(Cover*shapeHollowUpArrow, colorRed, 0, Low -12);
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