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jmi88

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  1. Im trying to test a system and have it start trading at 8:00am and close any postion at end of day...For example this simple MA cross, how would I put in 'dont take a signal till after 8am' and then 'exit any postion at the close'? Thanks for any help inputs: Price( Close ), FastLength( 9 ), SlowLength( 18 ) ; variables: FastAvg( 0 ), SlowAvg( 0 ) ; FastAvg = AverageFC( Price, FastLength ) ; SlowAvg = AverageFC( Price, SlowLength ) ; if CurrentBar > 1 and FastAvg crosses over SlowAvg then Buy ( "MA2CrossLE" ) next bar at market ; if CurrentBar > 1 and FastAvg crosses under SlowAvg then Sell Short ( "MA2CrossSE" ) next bar at market ;
  2. Im plotting my daily pivot numbers that use the previous days OHLC of the FULL session...i.e. mini dow from 18:15 to 16:00 the next day. I modified the 'Floor Trader Pivots' indicator and just put in my formula in lieu of the other, but that dosent really matter cause its just a differnet mathmatical formula...but when I apply it to a chart with the sessions set at either 24 hours or 18:15-16:00 it starts the new day at midnight always, I cant seem to get it to use the data crossing over into a new day.....It works fine if I just use the pit session only data cause its just encompassing one day, not over midnight...I was wondering if there is there a way to use the data from a session that goes overnight as most markets do? This is the original "floor traders pivots" code..like I said if you plot it with a session that goes overnight it uses data begining at midnight as the new day, I'd like it to use the data from i.e. 18:15monday-16:00tuesday. Thanks for any help. Plots lines at floor trader pivot levels, based on the following formulae: Resistance Level 3 = R3 = R2 + YestHigh - YestLow Resistance Level 2 = R2 = PP + YestHigh - YestLow Resistance Level 1 = R1 = PP * 2 - YestLow PivotPoint = PP = ( YestHigh + YestLow + YestClose ) / 3 Support Level 1 = S1 = PP * 2 - YestHigh Support Level 2 = S2 = PP - YestHigh + YestLow Support Level 3 = S3 = S2 - YestHigh + YestLow Input specifies whether R3 and S3 are plotted in addition to the 5 lines at PP, S1, S2, R1, and R2. } inputs: Plot_5or7( 5 ) ; { if 7, adds plots for S3 and R3 to other 5 lines } variables: S1( 0 ), S2( 0 ), S3( 0 ), R1( 0 ), R2( 0 ), R3( 0 ), PP( 0 ), TodaysHigh( 0 ), YestHigh( 0 ), TodaysLow( 0 ), YestLow( 0 ), TodaysClose( 0 ), YestClose( 0 ), Counter( 0 ) ; if Date <> Date[1] then begin { increment Counter to be sure enough data is processed - see comment below } Counter = Counter + 1 ; YestHigh = TodaysHigh ; YestLow = TodaysLow ; YestClose = Close[1] ; TodaysHigh = High ; TodaysLow = Low ; PP = ( YestHigh + YestLow + YestClose ) / 3 ; R1 = PP * 2 - YestLow ; R2 = PP + YestHigh - YestLow ; R3 = R2 + YestHigh - YestLow ; S1 = PP * 2 - YestHigh ; S2 = PP - YestHigh + YestLow ; S3 = S2 - YestHigh + YestLow ; end else begin if High > TodaysHigh then TodaysHigh = High ; if Low < TodaysLow then TodaysLow = Low ; end ; if Counter >= 2 and BarType < 3 then { if at least one full day's data has been processed and chart bar interval is daily, intra-day, or tick bar then plot } begin if Plot_5or7 = 7 then Plot1( R3, "R3" ) ; Plot2( R2, "R2" ) ; Plot3( R1, "R1" ) ; Plot4( PP, "PP" ) ; Plot5( S1, "S1" ) ; Plot6( S2, "S2" ) ; if Plot_5or7 = 7 then Plot7( S3, "S3" ) ; end ;
  3. This is really nice stats...what times did you use as the open and IB for the ES and YM.......thanks
  4. I have prosuite2000i, and it dosent import eld files....is there anyway you can post the code so i can paste it into the EL editor? it would be greatly appreciated...
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