Once again, I'm having trouble comprehending granularity and Ninja's trade logic. Here's what I'm trying to do:
1) If today's daily close is greater than yesterday's daily high a signal is generated.
2) Submit a market order if intraday price trades above the signal bar's daily high.
3) If filled maintain position until the market closes (daily) lower than the previous daily bars low.
4) If condition #3 is violated submit market order.
Here the logic I've written which obviously doesn't work:
if(Close[0]>High[1] && BarsInProgress==0)
{
tradeSignal=true;
}
if(tradeSignal==true && BarsInProgress==1)
{
if(Closes[1][0]>Highs[0][0]) // trying to compare intraday price to previous day's high
EnterLong();
}
if(Close[0]<Low[1] && BarsInProgress==0 && Position.MarketPosition==MarketPosition.Long)
{
ExitLong();
}
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