PureBytes Links
Trading Reference Links
|
Hi
I have been working on the following script and trading
it on the S+P E-mini contracts where I enter on the open
on the day of the signal and exit on the close (MOC).
Sometimes it works very well but lately I get stopped out
as I am very conservative on my stops at $350 per contract.
I well get stopped out and then the market will close higher
after I lost money on a profitable trade.
I only use EOD Data and I would like to optimize for an
entry position that is somewhere less than the open maybe 5 points
or so but I want to test this.
I can't seem to get a buy statement that will buy at the
open minus 5 points or some valuable if it exits.
What is the proper way to do this?
THANKS
Ernie
Input: LEN1a(10),LEN2a(2),thruval(.65),len3(.2),Len4(.5) ;
IF CurrentBar >1 and
MBI(LEN1a) Crosses Over (XAverage(MBI(LEN1a),LEN2a) +len3)
and the close of data7 > 1
and Thrust < ThruVal
and McClellan_Oss[0] > McClellan_Oss[1]
Then Buy at Open - 5 point limit;
{ Then Buy on Next Bar at Open;}
ExitLong on Close;
|