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Hi,
I currently have my system set up as below.
The way its set up is as an EOD system.
Now I want to modify it to have intraday entries.
So as soon as todays bar meets the system entry criteria (in terms of price% change, volume, and liquidity) then enter immediately (ie. don't wait for the close).
How would i do that?
Thanks.
Nizar.
settradedelays( 1, 1, 1, 1 );
LBP = Param("ATR Look Back", 10, 5, 50, 1);;
Multi = Param("ATR Multiple", 2, 1, 5, 0.1);;
Pr = Close;
AT = ATR(LBP);
Entry1 = Indicator1;
Entry2 = Indicator2;
Entry3 = Indicator3;
Entry4 = Indicator4;
Entry5 = Indicator5;
Buy = Entry1 && Entry2 && Entry3 && Entry4 && Entry5;
BuyPrice = Open;
trailARRAY = Null;
trailstop = 0;
Longtriggerbar = 0;
for( i = 1; i < BarCount; i++ )
{
if( trailstop == 0 AND Buy[ i ] )
{
trailstop = Pr[ i ] - Multi * AT[i];
Longtriggerbar = i;
}
else Buy[ i ] = 0; // remove excess buy signals
if( trailstop > 0 AND Low[ i ] < trailstop and i != Longtriggerbar)
{
Sell[ i ] = 1;
SellPrice[ i ] = trailstop;
trailstop = 0;
}
if( trailstop > 0 )
{
trailstop = Max( Pr[ i ] - Multi * AT [i], trailstop );
trailARRAY[ i ] = trailstop;
}
}
Plot( Close,"Price",colorBlack,styleBar);
Plot( trailARRAY,"trailing stop level", colorRed );
// Rank trades according to ATR if insufficient capital
PositionScore = 100-ATR(10);
// Divide capital into 4 positions
// Plot equity chart
NumPos = 4;
SetOption("MaxOpenPositions",NumPos);
PositionSize = -100/NumPos;
Plot(C,"C",colorBlack,styleCandle);
e = Equity();
Plot(e,"Equity",colorGreen,styleLine | styleOwnScale);
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