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Following the shining example set by MB, I though I would share this with
the list. Interesting but incomplete. Runs on 5-minute SP futures. Use at
your own risk!
Rgds Phil
{SP Shorter #17}
{set TS to exit trades on the close}
{figure out opening bar stuff}
if date<>date[1] then begin
value1=barnumber;
value3=c data1;
value33=open data1;
if value33<c[1] data1 then condition99=true else condition99=false; {down
open}
end
else begin
{determine number of bars since open}
value2=currentbar-value1;
{average price}
value3=value3[1]+c data1;
value93=value3/(value2+1);
if value93<value33 and condition99 and time<>Sess1EndTime then
sell 1 contract value33-1 limit;
end;
Attachment:
Description: "shorter.gif"
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