Hello to all and thankyou for reading this;

I am trying to get this code to work using 5 minute bars:

If Low Crosses below Value1 and High Crosses above Value 2 then
Buy Next Bar at stop;

My problem is that the Low cross and the High cross do not occur at the same time

What I do not know how to do is to say is is the high crosses Value 2 , lets say at 10:55 then sell next bar if Low crosses below Value 1. So , let's say Value 2 occurs at 10:55 and value 1 occurs at 11:45; how is this coded ?

The key is that Value 2 must occur before value 1 is activated.

Thankyou

Joe50 

Hello to all and thankyou for reading this; I am trying to get this code to work using 5 minute bars: If Low Crosses below Value1 and High Crosses above Value 2 then Buy Next Bar at stop; My problem is that the Low cross and the High cross do not occur at the same time What I do not know how to do is to say is is the high crosses Value 2 , lets say at 10:55 then sell next bar if Low crosses below Value 1. So , let's say Value 2 occurs at 10:55 and value 1 occurs at 11:45; how is this coded ? The key is that Value 2 must occur before value 1 is activated. Thankyou

Calculations are performed every bar, so if the two conditions don't occur on the same bar they will never trigger. So you need to keep a track of this occurring on previous bars. There's many different ways you can do this depending upon how recently/close together you want the two conditions to happen. One way would be to use the mro function for example

Value3 = MRO(Low crosses below value1, 10, 1);
Value4 = MRO(High crosses above value2, 10, 1);

If value3 > -1 and value4 > -1 then buy next bar at market;

will issue a buy if order if both conditions have been met in the last 10 bars.

Joe50 

Hello to all and thankyou for reading this; I am trying to get this code to work using 5 minute bars: If Low Crosses below Value1 and High Crosses above Value 2 then Buy Next Bar at stop; My problem is that the Low cross and the High cross do not occur at the same time What I do not know how to do is to say is is the high crosses Value 2 , lets say at 10:55 then sell next bar if Low crosses below Value 1. So , let's say Value 2 occurs at 10:55 and value 1 occurs at 11:45; how is this coded ? The key is that Value 2 must occur before value 1 is activated. Thankyou

You can create a variable, Keep2, to store a value. Clear it before 1055, then set it at 1055 if your condition occurs. At 1145, you will know if the condition occurred at 1055. Perhaps this could be done with less lines of code, but it will work.

Var: Keep2(0);

if time=1050 then Keep2=0; //reset Keep2

if time=1055 and high[0] crosses over Value2
then Keep2 =1; //set Keep2 if condition 1 occurs

if time=1145 and low[0] crosses Value1 and Keep2=1
then Buy 1 contract next bar at market;// enter if condition 1 and condition 2 both occurred

Hi Joe50,

as the other posts indicate you will likely have to split your condition into separate checks. One idea could be to store the value of CurrentBar each time the High crosses Value2. At the moment the low crosses Value1 you can check the value of CurrentBar agains the value stored in that variable and allow the entry if the cross occurred within X bars ago.

Regards,

ABCTG

Joe50 

Hello to all and thankyou for reading this; I am trying to get this code to work using 5 minute bars: If Low Crosses below Value1 and High Crosses above Value 2 then Buy Next Bar at stop; My problem is that the Low cross and the High cross do not occur at the same time What I do not know how to do is to say is is the high crosses Value 2 , lets say at 10:55 then sell next bar if Low crosses below Value 1. So , let's say Value 2 occurs at 10:55 and value 1 occurs at 11:45; how is this coded ? The key is that Value 2 must occur before value 1 is activated. Thankyou

ABCTG 

Hi Joe50, as the other posts indicate you will likely have to split your condition into separate checks. One idea could be to store the value of CurrentBar each time the High crosses Value2. At the moment the low crosses Value1 you can check the value of CurrentBar agains the value stored in that variable and allow the entry if the cross occurred within X bars ago. Regards, ABCTG

Thankyou for you input, it is greatly appreciated I am still reviewing it.

Still looking at it.

Thankyou for everyone's reply.

It works after a few minor adjustments on my end. The code is perfect.

Thankyou !

Hi Joe,

how did u manage to solve your problem at the end? Would be interesting to see how u managed to adjust to code

F