int EntriesToday = 0;
protected override void OnPositionUpdate(IPosition position)
{
if(position.MarketPosition != MarketPosition.Flat)
EntriesToday++;
}
protected override void OnBarUpdate()
{
if (FirstTickOfBar)
{
if (Bars.BarsSinceSession == 0)
{
Bars.Session.GetNextBeginEnd(BarsArray[0], 0, out SessionStartTime, out SessionEndTime);
if(Position.MarketPosition == MarketPosition.Flat || BarsSinceEntry() > 0)
EntriesToday = 0;
}
if (Position.MarketPosition == MarketPosition.Flat && EntCondL && (EntriesToday < 5 || EndofSess))
EnterLongMarket(NShares);
}
Comment