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What Lawrence said is a way to do it, for example:
If you are using 30 minute bars to calculate your strategy, and your
strategy for the 30 minute bars was as follows:
If Average(H, 5) > Average(H,10) then begin
Buy 1 contract at Market;
end;
You can substitute the previous code for 1 minute bars by multiplying the
parameter values by 30 as follows:
If Average(H, 150) > Average(H, 300) then begin
Buy 1 contract at Market;
end;
Of course if you need more precision then there are ways to do that too.
--------
Mike.
Creo Perpetuus Otium
-----Original Message-----
From: pooltreatments@xxxxxxxxxxxx [mailto:pooltreatments@xxxxxxxxxxxx]
Sent: Tuesday, September 25, 2001 3:28 AM
To: omega-list@xxxxxxxxxx
Subject: Strategy Problem - BUY on current bar not possible
Lets say I am using 30 min bars in my strategy.
I want to test the current bar to see if it takes out the high of the
last bar with an IF statement.
If it Does, I want to immediatly go LONG.
The high could be taken out with the first 2 mins of the bar opening
so i CANNOT wait untill the next bar to go long!
Most of the ways to enter a position do so on the NEXT bar. The
only one I could find that enters this bar is BUY but ...
· Orders can be generated for:
this bar on Close <----------------------------------this is no use!
next bar at Market
next bar at PRICE Stop
next bar at PRICE Limit
· Limit orders can only be executed on the next bar
How do you go LONG this bar at h[1] ??
Regards
Mike
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