Daily bar calculation but intraday order entry  [SOLVED]

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trader101
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Daily bar calculation but intraday order entry

Postby trader101 » 30 Nov 2012

I would like to know how I can code an order entry system based on the crossover of 2 daily moving averages ?

The entry must be opened and closed intraday but the data for the MA is caculated on the daily bars.

How do I specify the difference in my code between daily and intraday ?

Thank you.

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TJ
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Re: Daily bar calculation but intraday order entry

Postby TJ » 30 Nov 2012

trader101 wrote:I would like to know how I can code an order entry system based on the crossover of 2 daily moving averages ?

The entry must be opened and closed intraday but the data for the MA is caculated on the daily bars.

How do I specify the difference in my code between daily and intraday ?

Thank you.



One way to do it is with 2 data series:
an intraday series for order execution, and a daily series for strategy calculation.

see post #4
Multi-data strategy... pg. 34
viewtopic.php?f=16&t=6929
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Re: Daily bar calculation but intraday order entry

Postby trader101 » 01 Dec 2012

Ok thanks for the suggestion.

If I want to use it with a stochastic or some other indicator and having the indicator on the daily what should I use ?

Can you give an example of how you define the data series ?

would using this : ATR (Close Data2) be good ? and I would need to put Data2 as an input ?

Than you.

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Re: Daily bar calculation but intraday order entry  [SOLVED]

Postby TJ » 01 Dec 2012

trader101 wrote:Ok thanks for the suggestion.

If I want to use it with a stochastic or some other indicator and having the indicator on the daily what should I use ?

Can you give an example of how you define the data series ?

would using this : ATR (Close Data2) be good ? and I would need to put Data2 as an input ?

Than you.

Based on your questions, you have not read my suggested post #4 in the above link. Everything you asked for is there.


note. I do not give examples if there is one in the manual.
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Re: Daily bar calculation but intraday order entry

Postby trader101 » 01 Dec 2012

You were correct I didn't look in the right pdf file...sorry for the confusion

Thank you for your help.


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