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on price change second series condition within on bar close entry strategy
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Hello trader3000a,
I see that you are using both series in your condition, using Closes[BarsInProgress][BarsAgo] is the way you could pick which data series you are using data from.
Are you seeing a problem with the code or what specific question did you have surrounding the condition you provided?
One suggestion that I could make here would be to use Market orders by using EnterLong, that could be used for testing to ensure you are seeing entries. Limit orders have the chance to expire if not filled within 1 bar.
I look forward to being of further assistance.
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on price change second series condition within on bar close entry strategy
Hi, I'm working on a strategy that enters trades on a 1 minute time frame based on the 1 minute current bar's closing condition, paired with a 60 minute prior bar's closing condition. I'd like to try the strategy with the 1 minute's close paired with the current 60 minute's condition (e.g. the 60 minute bar that my 1 minute bar is within, is currently a green 60 minute candle. How might i write that inside the onbar update code?
Here's the version with the prior 60 minute bar
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute, 60);
AddDataSeries(Data.BarsPeriodType.Minute, 30);
}
else if (State == State.DataLoaded)
{
SMA1 = SMA(Close, Convert.ToInt32(StopSma));
SMA1.Plots[0].Brush = Brushes.Goldenrod;
AddChartIndicator(SMA1);
SetProfitTarget("", CalculationMode.Ticks, 200);
SetStopLoss("", CalculationMode.Ticks, 50, false);
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1
|| CurrentBars[1] < 1)
return;
// Set 1
if ((Close[0] > Open[0])
&& (Closes[1][1] > Opens[1][1])
&& (Close[1] < Open[1]))
{
EnterLongLimit(Convert.ToInt32(DefaultQuantity), Median[0], "");
}
thanks,
David
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