Help with code please!? Launch orders only in specified schedules

• 01/03/2017 at 6:30 PM #19729
  Mark

  Hello,

  Could someone please help me add a bit of code to this strategy.

  I would like to only enter the market between 090000 and 210000, however i do not want it to close my positions at 210000, i am happy for open positions to run over night, i just want entries of new positions to be between said time frame.

  defparam cumulateorders = false REM Money Management Capital = 2500 // initial capital at launch of the strategy Risk = 3 // risk in percent REM Calculate contracts equity = Capital + StrategyProfit maxrisk = round(equity*(Risk/100)) REM defining moving averages EMA5 = exponentialaverage[5] EMA100 = exponentialaverage[100] EMA200 = exponentialaverage[200] hh = highest[20](high) ll = lowest[20](low) // -- case BUY if EMA5 crosses over EMA200 then stoploss = (close-ll)/pointsize stoplevel = (close-ll) If stoploss < 15 then stoploss = 15 Endif PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) BUY PositionSize SHARES AT MARKET endif // -- case SELL if EMA5 crosses under EMA200 then stoploss = (hh-close)/pointsize stoplevel = (hh-close) If stoploss < 15 then stoploss = 15 Endif PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) SELLSHORT PositionSize SHARES AT MARKET endif // -- trades exit if EMA5 crosses under EMA100 then SELL AT MARKET endif if EMA5 crosses over EMA100 then EXITSHORT AT MARKET endif SET STOP LOSS stoplevel

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  defparam cumulateorders = false   REM Money Management Capital = 2500 // initial capital at launch of the strategy Risk = 3 // risk in percent     REM Calculate contracts equity = Capital + StrategyProfit maxrisk = round(equity*(Risk/100))     REM defining moving averages EMA5 = exponentialaverage[5] EMA100 = exponentialaverage[100] EMA200 = exponentialaverage[200] hh = highest[20](high) ll = lowest[20](low)   // -- case BUY if EMA5 crosses over EMA200 then stoploss = (close-ll)/pointsize stoplevel = (close-ll) If stoploss < 15 then stoploss = 15 Endif PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) BUY PositionSize SHARES AT MARKET endif   // -- case SELL if EMA5 crosses under EMA200 then stoploss = (hh-close)/pointsize stoplevel = (hh-close) If stoploss < 15 then stoploss = 15 Endif PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) SELLSHORT PositionSize SHARES AT MARKET endif   // -- trades exit if EMA5 crosses under EMA100 then SELL AT MARKET endif if EMA5 crosses over EMA100 then EXITSHORT AT MARKET endif   SET STOP LOSS stoplevel

   

  

  Mark

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  01/03/2017 at 7:32 PM #19752
  ALE

  could you try it?:

  defparam cumulateorders = false REM Money Management Capital = 2500 // initial capital at launch of the strategy Risk = 3 // risk in percent REM Calculate contracts equity = Capital + StrategyProfit maxrisk = round(equity*(Risk/100)) REM defining moving averages EMA5 = exponentialaverage[5] EMA100 = exponentialaverage[100] EMA200 = exponentialaverage[200] hh = highest[20](high) ll = lowest[20](low) // -- case BUY if EMA5 crosses over EMA200 then stoploss = (close-ll)/pointsize stoplevel = (close-ll) If stoploss < 15 then stoploss = 15 Endif if (time >=090000 and time < 210000) then PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) BUY PositionSize SHARES AT MARKET endif endif // -- case SELL if EMA5 crosses under EMA200 then stoploss = (hh-close)/pointsize stoplevel = (hh-close) If stoploss < 15 then stoploss = 15 Endif if (time >=090000 and time < 210000) then PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) SELLSHORT PositionSize SHARES AT MARKET endif endif // -- trades exit if EMA5 crosses under EMA100 then SELL AT MARKET endif if EMA5 crosses over EMA100 then EXITSHORT AT MARKET endif SET STOP LOSS stoplevel

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  defparam cumulateorders = false   REM Money Management Capital = 2500 // initial capital at launch of the strategy Risk = 3 // risk in percent     REM Calculate contracts equity = Capital + StrategyProfit maxrisk = round(equity*(Risk/100))     REM defining moving averages EMA5 = exponentialaverage[5] EMA100 = exponentialaverage[100] EMA200 = exponentialaverage[200] hh = highest[20](high) ll = lowest[20](low)   // -- case BUY if EMA5 crosses over EMA200 then stoploss = (close-ll)/pointsize stoplevel = (close-ll) If stoploss < 15 then stoploss = 15 Endif if (time >=090000 and time < 210000) then PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) BUY PositionSize SHARES AT MARKET endif endif // -- case SELL if EMA5 crosses under EMA200 then stoploss = (hh-close)/pointsize stoplevel = (hh-close) If stoploss < 15 then stoploss = 15 Endif if (time >=090000 and time < 210000) then PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize) SELLSHORT PositionSize SHARES AT MARKET endif endif   // -- trades exit if EMA5 crosses under EMA100 then SELL AT MARKET endif if EMA5 crosses over EMA100 then EXITSHORT AT MARKET endif   SET STOP LOSS stoplevel

   

  

  ALE

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  01/04/2017 at 5:10 PM #19844
  Mark

  Thanks for this, i will have a look

   

  Mark

  

  Mark

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