Ledge ATR Strategy

RoLaDay · Fri, 25 Aug 2017 13:49:19 +0000

Hello, I would love to create a strategy for the ATR Ledge Indicator. Maybe someone is able to help? It is currently not working and I don’t know why.. if time = 010500 then ATRperiod = 14 // --- dTR = 0 for i = 0 to ATRperiod dTR=dTR+max(abs(Dhigh(i)-Dlow(i)),max(abs(Dhigh(i)-Dclose(i+1)),abs(Dlow(i)-Dclose(i+1)))) next avg = dTR/ATRperiod htr = Dlow(0)+avg[1] ltr = Dhigh(0)-avg[1] ab=(htr-ltr)/2*1+ltr b=(htr-ab)/4*2+ab c=(htr-ab)/4*1+ab+0.0003 d=(ab-ltr)/4*3+ltr-0.0003 e=(ab-ltr)/4*2+ltr if not longonmarket and close<c then buy 1 share at c stop endif if not shortonmarket and close>d then sellshort 1 share at d stop endif if longonmarket then sell at b stop sell at d limit elsif shortonmarket then exitshort at e stop exitshort at c limit endif endif Thanks a lot!

This topic has 22 replies, 5 voices, and was last updated 7 years ago by RoLaDay.

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08/30/2017 at 8:44 AM #44901

RoLaDay

is there a code to say “buy 1 contract long or short per day”?

RoLaDay
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09/01/2017 at 7:18 AM #45099

RoLaDay

Anyone an idea?

If not, maybe someone has a better idea to create the code (ATR Ledge) new.

Thanks a lot!

RoLaDay
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09/06/2017 at 6:30 AM #45552

RoLaDay

Is there maybe a conversation forum where I can put my request on?

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09/06/2017 at 8:12 AM #45559

Madrosat

Hello Despair

I do not quite understand the difference between

If longonmarket

sell at ….limit ( for exemple sell at medianprice limit)

and

sell at… stop ( for exemple sell at medianprice stop)

we can put twice sell???

Can you explain to me

Have a good day

Madrosat

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09/07/2017 at 5:46 AM #45675

Madrosat

hello

can someone give me an answer?

Have a good day

Madrosat

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09/07/2017 at 7:34 AM #45684

RoLaDay

Hello Madrosat,

I can tell you that it works with putting sell twice. I have backtested it. So backtest and try yourself 🙂 If you have x contracts it only sells once at which “sell” point is reached earlier.

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09/07/2017 at 8:36 AM #45695

Nicolas

If your order is below the current price, put a SELL LIMIT otherwise put a SELL STOP

Nicolas
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09/18/2017 at 8:04 AM #46450

RoLaDay

can maybe someone help me with the original topic? Thanks a lot in advance

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