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Entry order with past ranges


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Entry order with past ranges

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  #1 (permalink)
 aczk 
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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..?

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 Big Mike 
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Post your code so far.

Mike

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 Lampert 
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aczk View Post
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

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 aczk 
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works! awesome ... thx

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Last Updated on January 17, 2012


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