does intraday order generation IOG working properly in version 3.0.1137.3363 ?
if i let the chart and feed run for half hour for an example, trades signal about 15 trades, then i go to into "format signal" and click on status button twice to off and on the signal...then apparently all the signals with that half hour range changes, not just shifted within the bar, but trades signal wwould shifted couple bar to the left or to the right.
what's the proper setting for ESH8?
my setting:
price scale 1/100
daily limit 1
min movement 1 - is this suppose to be 12.5?
big point value 50
range bar = 50
RSI LE = close 12 50
RSI SE = close 14 50
trade time 8:45-9:15 CST
could it be opentick feeds? that cause the signal to shift?
RSI intraday - anyone please help
Rsi intrabar
First I think that while in the intrabar mode , MC monitors the strategy for the conditions and then triggers the signal but if you turn status off / on or refresh the chart you might get other "trades" because the RT data monitored is not necessary filed in the history or data base so the "past" doesn't always match the present.
also , regarding your code , you need to use I think intrabarpersist to trigger the signals in realtime based on the tick and not the end of bar unless you don't want to and so dont use this function ....
If for example you want to sell each time a bar closes bellow Rsi 50 and was >= rsi 50 in the previous bar then while in the IOG mode any fluctuation will trigger the signal but will show @ the end of the bar based on the price you specified ..
on the other hand if you choose to use intrabarperssit then you would trigger the signal not only based on the criteria but also could get the RT price/ tick when it happened intrabar.
So it depends on what you want to do ..
also , regarding your code , you need to use I think intrabarpersist to trigger the signals in realtime based on the tick and not the end of bar unless you don't want to and so dont use this function ....
If for example you want to sell each time a bar closes bellow Rsi 50 and was >= rsi 50 in the previous bar then while in the IOG mode any fluctuation will trigger the signal but will show @ the end of the bar based on the price you specified ..
on the other hand if you choose to use intrabarperssit then you would trigger the signal not only based on the criteria but also could get the RT price/ tick when it happened intrabar.
So it depends on what you want to do ..
Thank You itai
would u please guide me on which part of the script i need to change, and add intrabarpersist, script for RSI LE:
[IntrabarOrderGeneration = true]
inputs: Price( Close ), Length( 12 ), OverSold( 50 ) ;
variables: MyRSI( 0 ) ;
MyRSI = RSI( Price, Length ) ;
if Currentbar > 1 and MyRSI crosses over OverSold then
{ CB > 1 check used to avoid spurious cross confirmation at CB = 1 }
Buy ( "RsiLE" ) next Bar at market ;
would u please guide me on which part of the script i need to change, and add intrabarpersist, script for RSI LE:
[IntrabarOrderGeneration = true]
inputs: Price( Close ), Length( 12 ), OverSold( 50 ) ;
variables: MyRSI( 0 ) ;
MyRSI = RSI( Price, Length ) ;
if Currentbar > 1 and MyRSI crosses over OverSold then
{ CB > 1 check used to avoid spurious cross confirmation at CB = 1 }
Buy ( "RsiLE" ) next Bar at market ;
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Intrabarpersist is a function that can be used on vars or arrays I think. type intrabarpersist in the PLeditor and press F1 youll see the help bellow in the output barThank You itai
would u please guide me on which part of the script i need to change, and add intrabarpersist, script for RSI LE:
[IntrabarOrderGeneration = true]
inputs: Price( Close ), Length( 12 ), OverSold( 50 ) ;
variables: MyRSI( 0 ) ;
MyRSI = RSI( Price, Length ) ;
if Currentbar > 1 and MyRSI crosses over OverSold then
{ CB > 1 check used to avoid spurious cross confirmation at CB = 1 }
Buy ( "RsiLE" ) next Bar at market ;
Any var you would like to be calculated and recalculated on every tick you just add intrabarpersist before
in your case above ,
you only have myrsi so you just add
var:
intrabarpersist myrsi(0);
also I can suggest you try playing with the following ...
if the tick that causes the rsi to hit you threshold is important or any other price there after within that bar , then you can add something like this ...
if myrsi > OB and myrsi[1] <= OB then mylimit = last;
if you add mylimit to the vars with intrabarpersist then you can change the entry code to
buy next bar (which in the IOG and intrabarpersist combined is , "next tick") mylimit limit.
then you can optimize more easily as you can have an exit order stating
if market position > 0 then sell next bar entryprice + (minmove/pricescale*4) for a fast 4 tick exit
etc'
you can play with this ...
hope this helps
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Andrew Kirillov
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