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Dave
>From Larry Williams MDC workshops you maybe able to get a dll. I don't know
much about how programming language works, but the dll sure overcomes the TS
concept in system building that prohibits making trades into the future
(wow - should see my systems there 100% accurate for next Monday). Well at
least (if you wish to make the systems work on a higher degree of
difficulty) the dll can get you a position "if tomorrow's open is 'this' or
'that' ".
I also remember that a similar dll was suggested at a different web site for
sale, but have no record of the site.
Also there has been a dll; AnyOHLC.dll posted here. But it was only
developed for TS2000.
I would like to forward the dll for nextopen, but have no rights to do so.
Hopefully someone knows of the site were its compatriot is ???
Hope I've understood you correctly
Regards
Jon
----- Original Message -----
From: "Dave Nadeau" <dave_nadeau@xxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Thursday, 05 July, 2001 2:03 AM
Subject: Entering on an Open Only Stop
> I'm wondering if anyone has ideas or suggestions on how I might code a
> system to enter a position on an Open Only Stop order using Daily bars.
>
> I've been through all of the resources (written and electronic) that I can
> find, to no avail. I'm using TS4.
>
> As an example, I'd like to enter short on the open of a daily bar if it is
> lower than the previous day's low. In practice, of course, this method
> would require a broker that will accept these types of orders, or I'd be
> watching premarket activity.
>
> I'd like to write this as a system. I can see how I could construct the
> entry and a simple system if I were to write it all as an indicator, but
I'd
> prefer to use the system backtesting features.
>
> One solution I've thought about is to add a data2 which is a 24 hour
symbol
> running at say 30 or 15min compression. Then I'd use the close of the
data2
> bar premarket to trigger my entry. One issue here is that my
> tick/historical database isn't as extensive as my daily EOD data.
>
> My other alternative is to construct the system using intraday historical
> data, use HighD() or LowD() compared to the open of the first Session1
bar,
> and enter that on the bar's close. Now my limitation is the number of
bars
> in TS4 that I can load. Yeah, I know the solution to that problem.....
>
> Thanks for any ideas!
>
> Dave Nadeau
> Fort Collins, CO
>
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