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It looks like on the last bar of the day you are putting in your stop order
and then it is getting executed the next morning. I think you need another
qualifier before entering your order. Something like:
and Time < CalcTime(Sess1EndTime, -30)
Let me know if this works.
Aaron Schindler
----- Original Message -----
From: "Jim Johnson" <jejohn@xxxxxxxxxxx>
To: <Omega-List@xxxxxxxxxx>
Sent: Friday, May 17, 2002 11:29 AM
Subject: Coding help
> Hello Omega-List,
>
> I'm looking into the predictive ability of the 2nd 30 min bar of
> the day in the SP's. I want to buy if the 2nd bar is up and sell if
> its down and for this purpose exit at close. for some reason this
> version is often entering on the first bar rather than after the
> second. Where am I going wrong (with the code that is)/
>
> thanks.
>
> {===============================================================}
>
> {30 min bars only}
>
> Inputs: Pts(1);
>
> Vars: BarDir(0), BarHi(0), BarLo(0), MP(0);
>
> If D > D[1] then begin
> BarDir = 0;
> BarHi = 0;
> BarLo = 0;
> End;
>
> If Time = CalcTime(Sess1StartTime, 60) then begin
> BarDir = Close - Open;
> BarHi = High;
> BarLo = Low;
> End;
>
> If Time > CalcTime(Sess1StartTime, 60) and BarDir < 0 then begin
> Sell at BarLo - Pts Points Stop;
> SetExitonClose;
> End;
>
> If Time > CalcTime(Sess1StartTime, 60) and BarDir > 0 then begin
> Buy at BarHi + Pts Points Stop;
> SetExitonClose;
> End;
> {========================================================================}
> --
> Best regards,
> Jim Johnson mailto:jejohn@xxxxxxxxxxx
>
>
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