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Soharn,
I haven't checked it but the Iif's should be removed:
Short=Cross(R3,C) OR Cross(S4,C);
Cover=C<1.1*S3 OR C>0.97*R4;
Buy=Cross(C,S3) OR Cross(C,R4);
Sell=C>0.97*R3 OR C<1.1*S4;
Thomas
On 29.04.2009, 14:16:13 Soham wrote:
> 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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