Entry order with past ranges

January 16th, 2012, 09:16 AM

Hi All

Trying to build this entry:

Place limit order at yesterdays low - yesterdays range(H to L) if possible or alternatively place a market order if price falls below same yesterdays low - yesterdays range(H to L) threshold

Somehow cant figure it out..?

January 16th, 2012, 07:06 PM

Post your code so far.

Mike

January 17th, 2012, 12:56 AM

aczk

Place limit order at yesterdays low - yesterdays range(H to L) if possible or alternatively place a market order if price falls below same yesterdays low - yesterdays range(H to L) threshold

@aczk Here are the two options:

Code

buy next bar at LowD(1) - (HighD(1) - LowD(1)) limit ;
 
if close < LowD(1) - (HighD(1) - LowD(1)) then buy next bar at market ;

Len

January 17th, 2012, 03:57 PM

works! awesome ... thx

Entry order with past ranges

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Entry order with past ranges