Hi everyone,
I'm going to build a strategy that place pending orders at 08:00 CME time.
I would like to set stop order at the maxlist of highs between 00:00 to 08:00 and vice versa for minlist of lows.
I would like use time instead bars.
Can someone help me?
Maxlist and MinList from 00:00 to 08:00
- ABC
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Re: Maxlist and MinList from 00:00 to 08:00
Lupomanu32,
welcome to the Multicharts forum. One approach is tracking the values yourself within the time window. Assuming you are working with time based intraday bars with a minute resolution the indicator code below demonstrates how you can track the high and low.
Regards,
ABC
welcome to the Multicharts forum. One approach is tracking the values yourself within the time window. Assuming you are working with time based intraday bars with a minute resolution the indicator code below demonstrates how you can track the high and low.
Code: Select all
Variables:
highUntil800 ( -9999999 ),
lowUntil800 ( 0 );
//we only track the values up to and including the bar with the 8:00 timestamp
//this will include bars with a 00:00 timestamp in the tracking
if Time <= 800 then
begin
//reset the variables on a new day
if Date <> Date[1] then
begin
highUntil800 = High ;
lowUntil800 = Low ;
end ;
//track new highs and lows
if High > highUntil800 then
highUntil800 = High ;
if Low < lowUntil800 then
lowUntil800 = Low ;
end ;
//we use the initial value to ensure we have at least one tracked value before we plot the result
if highUntil800 <> -9999999 then
begin
Plot1( highUntil800, "High" ) ;
Plot2( lowUntil800, "Low" ) ;
end ;
ABC
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