PureBytes Links
Trading Reference Links
|
Gary, try this MS code:
=============================
Intraday System trade signals
=============================
---8<----------------------------
{ Sample intraday system trade signals }
{ Example only - do not trade! }
{ ©Copyright 2005 Jose Silva }
{ For personal use only }
{ http://www.metastocktools.com }
{ User inputs }
plot:=Input("Signals: [1]Clean, [2]All, [3]Trade binary",1,3,1);
delay:=Input("Entry and Exit delay bars",0,5,0);
{ End of trade session - time inputs }
EnHour:=Input("Trading day's last Hour",
0,23,15);
EnMin:=Input("Trading day's last Minute",
0,59,59);
{ Day's start }
NuDay:=DayOfMonth()<>Ref(DayOfMonth(),-1);
{ Trading hours }
tradeHours:=Hour()<EnHour
OR Hour()=EnHour AND Minute()<=EnMin;
{ Ignore first bar of day }
ignore:=BarsSince(NuDay)=1;
{ Entry & Exit examples }
entry:=C>(H+L+C)/3
AND tradeHours AND ignore=0;
exit:=C<(H+L+C)/3
OR tradeHours=0 OR ignore;
{ Clean signals, ignores entry/exit on same bar}
Init:=Cum(IsDefined(entry+exit))=1;
binary:=ValueWhen(1,entry-exit<>0 OR Init,
entry-exit);
long:=binary=1 AND (Alert(binary<>1,2) OR Init);
short:=binary=-1 AND (Alert(binary<>-1,2)
OR Init);
signals:=long-short;
{ Plot signals in own window }
Ref(If(plot=2,entry,0),-delay);
Ref(If(plot=1,signals,
If(plot=2,-exit,binary)),-delay)
---8<---------------------------
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, "richr4ever" <richr4ever@xxxx>
wrote:
> Can someone offer some advise or helps here?
>
> Thank you!
>
> Gary
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "richr4ever"
> <richr4ever@xxxx> wrote:
> Hi all:
>
> I am trying to create an intraday Day-trade system using
> Metastock.
>
> Let's say C > (H+L+C)/3 is the Long Entry LE condition and C <
> (H+L+C)/3 is the Long Exit LX condition.
>
> I am trying to formula these conditions on it:
>
> 1. If the LE signal occured on the first bar of every day, say
> 9.30am, ignored that signal. Meaning that any signal that exist on
> the first bar of the day, under any time frame, should be avoided
> and ignored.
>
> 2. All trades have to close by the end of the day, say at 4pm.
>
> I have no luck in formulating these two conditions. Please advise
> and help. Many thanx in advance.
>
> Gary
------------------------ Yahoo! Groups Sponsor --------------------~-->
Get fast access to your favorite Yahoo! Groups. Make Yahoo! your home page
http://us.click.yahoo.com/dpRU5A/wUILAA/yQLSAA/BefplB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|