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nab999

Tradestation Breakout

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Hi Guys, Could someone help me with this EL code please..

 

What I am trying to do is at a certain time, place values at the highest high and at the lowest low of the last x number of bars, which will remain constant.

 

Then I am looking to sell on a break below / Buy on a break above this range,

 

Only one trade per day ( hence the daily winners/daily losers, but this also does not seem to work)

 

Many thanks for your help.

 

 

Input: TimeCalc (1000), Length(9), PTS(0.03);

 

Var: DailyLosers(0), DailyWinners(0);

 

If Time = Timecalc then begin

 

Value1 = NthHighest(high,length,1);

Value2=NthLowest(Low,Length,1);

 

End;

 

If Time > Timecalc and dailylosers=0 and dailywinners=0 then begin

 

Buy next bar at value1 + PTS points stop;

sellshort next bar at value2 - PTS points stop;

End;

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.... but this also does not seem to work)

...

 

 

you have to EXPLAIN what "does not seem to work" mean.

 

I will not be able to help you with autotrade questions,

but if you expect people to give you responses, you should at least supply the following information:

(people cannot read your mind)

 

1. instrument

2. resolution

3. date/ time range of the the test

4. test output

5. why do you think this output is wrong? (where is the error?)

6. are ALL the triggers wrong? did some of them works but some did not?

7. where are your expected triggers? can you post the chart to illustrate?

 

.

Edited by Tams

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Hi, OK, sorry for that.

 

I am using TS 8.6, symbol @ES 5 min timeframe. The 2 problems are that I can not get the code to place a value at the high and a value at the low of the range that will be calculated at calctime and then have these values set at these levels until the next time to recalculate them comes around.

 

Also, I tried to use the dailywinners and dailylosers both set to 0, to attempt to say that I only want to take one trade per day, but having these does not seem to limit the number of trades to just one per day.

 

Many thanks.

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1. output your values to a temporary debug file so you can see what is going on (PTS set to 0.03 doesn't seem valid for ES).

 

2. track if a trade has been entered today by watching MarketPosition.

 

3. Exit near the end of the day

 

4. Buy my trading software that autogenerates EasyLanguage (when I release it someday). :)

 

Input: TimeCalc (1000), Length(9), PTS(5);

Var: 
   bool HaveTradedToday(false);

if CurrentBar = 1 then
   FileDelete( "c:\debug.txt" );

If Time = Timecalc then begin
   Value1 = Highest(high,length);
   Value2 = Lowest(Low,Length);
   HaveTradedToday = false;
End;

If Time > Timecalc and HaveTradedToday = false then begin
   FileAppend( "c:\debug.txt", NumToStr(PTS,2) + "," + NumToStr(Value1,2) + "," + NumToStr(Value2,2) + "," + NumToStr( Value1+PTS, 2 ) + "," + NumToStr(Value2-PTS, 2 ) + NewLine );
   Buy("le") next bar at Value1 + PTS points stop;
   SellShort("se") next bar at Value2 - PTS points stop;
End;

if MarketPosition <> 0 then
   HaveTradedToday = true;

if ( Time > 1230 ) then begin
   Sell("lx-eod") next bar at market;
   BuyToCover("sx-eod") next bar at market;
end;

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