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Group,
Does anyone use the COT data at the Software North website? I notice a large
difference in the ES and SP COT data. Anyone know the reason for this?
thanks,
Cliff
----- Original Message -----
From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Saturday, April 20, 2002 10:04 AM
Subject: [RT] Gen - 1st hour breakout signal
> Here is some free signal code from w.moneymentor.com. It is supposed to
> trade the first hour high and low levels and it uses 3 data series. Can't
> seem to make it do anything though. Looks like daily data would be in
> data3, hourly in data2 and something shorter in data1. Can anyone figure
> this signal out and how the data is supposed to be set up?
>
> thanks,
> bobr
> =========================================================
>
> {1st hour breakout signal}
> Vars: Sess1firstBarDate(0,Data2), Sess1FirstBarHigh(0,Data2),
> Sess1FirstBarLow(0,data2), AveDayRange(0,data3);
>
> Input: RanLn(10);
>
> AvedayRange = Average((H[0] of Data3 - L[0] of Data3),RanLn) of data3;
>
> If (time of data2 = Sess1FirstBarTime of data2) or (date[0] Data2 >
Date[1]
> of data2) then begin
> Sess1FirstBarDate = Date[0] of Data2;
> Sess1FirstBarHigh = High[0] of data2;
> Sess1FirstBarLow = low[0] of Data2;
> end;
>
> If (Sess1firstBarDate = Date of Data2) and (Time of Data2 < Sess1EndTime
of
> Data2) then begin
> Condition1 = C[1] < Sess1FirstBarHigh[0];
> If Condition1 then Buy at Sess1FirstBarHigh[0] + 20 points stop;
> Condition2 = close[1] > Sess1FirstBarLow[0];
> If Condition2 then sell at Sess1FirstBarLow - 20 points stop;
> end;
>
> Value1 = Sess1FirstBarHigh[0] - Avedayrange;
> Value2 = Sess1FirstBarLow[0] + Avedayrange;
>
> If low[0] <= Value1 then Exitshort at Market;
>
> If high[0] >= Value2 then Exitlong at market;
>
>
>
>
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>
>
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>
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