Code: Select all
Input: Price1(151.66), Price2(153.81), Price3(155.02), Price4(157.33), conNumber(10);
Input: LossCut(0.66);
var: entryNumber(0);
Var: BN(0);
IF DATE<>DATE[1] THEN BEGIN
BN=BARNUMBER;
END;
If time > 0859 and time < 1429 then
begin
print(d," ", t, " ", marketposition, " ",c," ", c crosses over Price1 ," ",c crosses over Price2
, " ", c crosses over Price3);
If marketposition = 0 then
begin
if c crosses over Price1 then
begin
buy("c 1") conNumber contracts next bar at market;
entryNumber = 1;
end;
if c crosses over Price2 then
begin
buy("c 2") conNumber contracts next bar at market;
entryNumber =2;
end;
if c crosses over Price3 then
begin
buy("c 3") conNumber contracts next bar at market;
entryNumber=3;
end;
if c crosses over Price4 then
begin
buy("c 4") conNumber contracts next bar at market;
entryNumber=4;
end;
end;
if marketposition = 1 then
begin
if c crosses under Price2 and entryNumber = 1 then
begin
sell("s 1") conNumber contracts next bar at market;
entryNumber=0;
end;
if c crosses under Price3 and (entryNumber = 1 or entryNumber = 2) then
begin
sell("s 2") conNumber contracts next bar at market;
entryNumber=0;
end;
if c crosses under Price4 and (entryNumber = 1 or entryNumber = 2 or entryNumber = 3 ) then
begin
sell("s 3" ) conNumber contracts next bar at market;
entryNumber=0;
end;
if c crosses under (entryprice - LossCut) then
begin
sell("z " ) conNumber contracts next bar (entryprice - LossCut) at stop;
end;
end;
End;
if time > 1439 then
begin
if marketposition = 1 then
begin
sell("final") conNumber contracts next bar at market;
end;
end;
Resolution : 1 min
Date range : From 2009/02/11 To 2009/02/11 (to use today's chart only)
MBB : 1
Check if this is bug or not please.