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if I did well understand, you'd like to have
only one trade for each trading day.
If it's so, did you already try to limit
orders generation by the DATE functions ?
For example :
Input : starttime (0915)
if time > starttime and entrydate(1) <> date then
begin
Sell ("SELL") next bar at TRIGGER limit ;
end ;
------
Regards
Vincenzo Campagna
----- Original Message -----
From: "Scorpio Massimiliano" <massimiliano.scorpio@xxxxxxxxxxxx>
To: <mikee@xxxxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Tuesday, June 04, 2002 3:28 PM
Subject: R: Coding problem
> Tks for your answer.
> I try to better explain.
>
> Below is an example of code:
>
> input:starttime(0915)
> =lets guess to have for each day a trigger level and to sell above it=
>
>
> if time>startime then begin
> sell at trigger limit;
> end;
>
> =if I exit this position with the built in functions Trailing stop or
Money
> Management stop and the price then is above or will reach the trigger
level
> the systems generate a new short position.
> But I need only 1 order for each day to be short and only 1 if I want to
go
> long=
>
> -----Messaggio originale-----
> Da: Mike Eggleston [mailto:mikee@xxxxxxxxxxxxxx]
> Inviato: martedì 4 giugno 2002 15.11
> A: Scorpio Massimiliano
> Cc: 'omega-list@xxxxxxxxxx'
> Oggetto: Re: Coding problem
>
>
> On Tue, 04 Jun 2002, Scorpio Massimiliano wrote:
>
> > Hello,
> > I'm using 60 minutes chart and I'm trying to make a system where there
is
> a
> > Limit order to Sell (Buy) on a prefixed level above (below) the
high(low)
> of
> > yesterday.
> >
> > The order should take place starting from the second bar.
> >
> > The problem is that if the position is exited using trailing stop ot
money
> > management stop and the condition is still active the system generate a
> new
> > order.
> >
> > My target is to have only one signal for each order (If I'm long I only
> want
> > to have a sell order or the opposite).
> >
> > Any suggestion to manage this trouble.
> >
> > I'm thinking about some variable to use.
>
> Could you do something like this?
>
> vars: intrade(false), inlong(false);
>
> if (intrade = true or CurrentEntries > 0) and inlong = true and
> some-exit-condition-is-true then begin
> sell this bar on close;
> intrade = false;
> end;
> if (intrade = true or CurrentEntries > 0) and inlong = false and
> some-exit-condition-is-true then begin
> buytocover this bar on close;
> intrade = false;
> end;
>
> if (intrade = false or CurrentEntries = 0) and some-condition-is-true then
> begin
> buy this bar on close;
> intrade = true;
> inlong = true;
> end;
> if (intrade = false or CurrentEntries = 0) and some-condition-is-true then
> begin
> sellshort this bar on close;
> intrade = true;
> inlong = false;
> end;
>
>
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