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Use HighD and LowD for EOD data and an instruction like Highest(H,4) for the
high of the last for intraday bars.
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "Jim Johnson" <jejohn@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Tuesday, February 05, 2002 6:35 AM
Subject: narrow range-inside day system
: Hello omega-list,
:
: Could someone point out the (I think obvious to everyone but me)
: problem with this code?
:
: I am attempting to enter breakouts from an inside, narrow range day at
: 1 point above (below) the idnr day's range.
:
: When I apply this code to SP, 5 min data I get no trades.
:
: thank you for any assistance.
:
: {+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++}
:
: {enters breakout from inside day that is narrowest of last four; use
: intra-day data.}
:
: Inputs: AddPts(1);
:
: Vars: R(0);
:
: R = HighD(0) - LowD(0); {compute range using intraday data}
:
:
:
: If Date > Date[1] and
:
: ( R[1] < R[2] and R[1] < R[3] and R[1] < R[4] and R[1] < R[5] )
{narrowest range of last 4 days}
:
: and ( H[1] < H[2] and L[1] > L[2] ) then {inside day}
: begin
: Buy at HighD(1) + AddPts Points Stop;
: Sell at LowD(1) - AddPts Points Stop;
: end;
:
: {+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++}
:
:
:
:
: --
: Best regards,
: Jim Johnson mailto:jejohn@xxxxxxxxxxxxxxxx
:
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