Re: coding a limit on intraday entries

[SKane777@xxxxxxx]

Input: 



 
  NumLTrd(2), {Number of long trades allowed per trading window}
  NumSTrd(2); {Number of short trades allowed per trading window}
  
Vars:
  currentbar(0,data1),
  OpeningBar(0,Data1),
  BuyEnable(False,Data1),
  SellEnable(False,Data1),
  LTrades(0),
  STrades(0);




{
Detect the start of a new day
}

if Date > Date[1] then begin
  OpeningBar = CurrentBar;
 
  BuyEnable = False;
  SellEnable = False;
  LTrades = 0;
  STrades = 0;
end;


Condition1=your buy conditions;
Condition2=your sell conditions;

 

{
Long Entry Logic
}

  if buyenable  and Condition1  then begin
    Buy("FDBuy") at market;
    
    LTrades = LTrades + 1;
    
  end;

  if LTrades >= NumLTrd then BuyEnable = False;


{
Short Entry Logic
}

  if sellenable and Condition2  then begin
    Sell("FDSell") at market;
    
    STrades = STrades + 1;
   
  end;