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Hi All,
This is my code based on the way I have read about Camarilla. I am interested in finding out its performance.
Yet, there is something wrong in this code. Whenever I try to backtest, no trades are being taken.Help needed:
The code is simple:
//Intraday Trading System
R3=0;
R4=0;
S3=0;
S4=0;
YHigh = TimeFrameGetPrice("H", inDaily, -1);// yesterdays high
YLow = TimeFrameGetPrice("L", inDaily, -1);//low
YClose = TimeFrameGetPrice("C", inDaily, -1);//close
R4= YClose+ ((YHigh-Ylow)*1.1)/2;
R3= YClose+ ((YHigh-Ylow)*1.1)/4;
S3= YClose- ((YHigh-Ylow)*1.1)/4;
S4= YClose- ((YHigh-Ylow)*1.1)/2;
TimeFrameSet(in15Minute);
Short=IIf(Cross(R3,C) OR Cross(S4,C),1,0);
Cover=IIf(C<1.1*S3 OR C>0.97*R4,1,0);
Buy=IIf(Cross(C,S3) OR Cross(C,R4),1,0);
Sell=IIf(C>0.97*R3 OR C<1.1*S4,1,0);
In plain words:
Wait for price (in intraday) to hit either R3 or S3, at that point, initiate a short or a long respectively with stops as R4 or S4 respectively.
If R4 or S4 is breached, go long or short, as it shows a breakout from the previous day's volatility range.
Help needed.
Soham
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