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>
> ( R[1] < R[2] and R[1] < R[3] and R[1] < R[4] and R[1] <[5] )
>{narrowest range of last 4 days}
Actually the day BEFORE yesterday (R[1]) is the
"narrowest range of last 4 days" before it...
maybe you mean R < R[1], and so on.
>> and ( H[1] < H[2] and L[1] > L[2] ) then {inside day}
Likewise H[1] is the bar before last and in this case you
are comparing the intraday bars of the 5 minute data you're using,
not daily bars as you intended.
BW
>From: Jim Johnson <jejohn@xxxxxxxxxxxxxxxx>
>Reply-To: Jim Johnson <jejohn@xxxxxxxxxxxxxxxx>
>To: omega-list@xxxxxxxxxx
>Subject: narrow range-inside day system
>Date: Tue, 5 Feb 2002 08:35:08 -0500
>
>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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