>> H30m = HHV(H,19); >> EntryLongSignal = Cross(H,H30m); That is saying you want High to cross the HHV of High, which is impossible. High can never be higher than its HHV value, which means there will never be a cross.
Also, for efficiency purposes, you could do all the array maths before entering the loop. Regards, GP --- In [email protected], asit mistry <[EMAIL PROTECTED]> wrote: > > > helow fellow traders, > > i am trying to writ AFL code for intraday brekout sysem. i have written following code which does note return any trade in backtesting mode. what is wron with programming. > > my system : > > check for HHV/LLV up to first 17 bars(intraday 5 min bars). buy 1 tick above hhv value from 18 th bar to end of day. exit at end of day close. explosartion with filter unmarked ok. > > asit. > > > TimeFrameSet(in5Minute); > Date_Value = DateNum() ; > Time_Value = TimeNum() ; > ps = 0 ; > Buy = 0; > Sell = 0; > Stop = Null; > StopArray = Null; > ExitLongPosition = time_value > 152500 ; > for( i = 1 ; i < BarCount ; i++ ) > { > Date_Value = DateNum() ; > ddh = TimeFrameGetPrice( "H", inDaily ); > ddl = TimeFrameGetPrice( "l", inDaily ); > H30m = 0 ; > L30m = 0 ; > if(Date_value[i] = Date_value[i-1] ) > { > H30m = HHV(H,19); > L30m = LLV(L,19); > EntryLongSignal = Cross(H,H30m); > } > if(EntryLongSignal[i]) > { > Buy[i] = 1 ; > BuyPrice[i] = (H30m + 1 ) ; > for (j = i; j < BarCount; j++) > {if (j > i) > Buy[j] = 0; > Sell[i] = exitlongposition[i]; > SellPrice[i] = C[i] ; > } > } > /* for( j = 0 ; j < BarCount ; j++ ) > { > Buy[j] = H[j] > (H30m[j]+1) AND time_value[j] > 113000 ; > BuyPrice[j] = (H30m[j]+1); > Sell[j] = time_value[j]> 152500 ; > SellPrice[j] = C[j] ; > }*/ > > } > > //Filter = time_value > 112500 AND time_value < 113000 ; > AddColumn(Date_value,"datevalue",1); > AddColumn(time_value,"timevalue",1); > AddColumn(H30m,"highest high",1.2); > AddColumn(L30m,"lowest low",1.2); > AddColumn(ddh,"day's high",1.2); > AddColumn(ddl,"day's low",1.2); > //AddColumn(tr30m,"atr(30)",1.4); > > > > _________________________________________________________________ > Post free property ads on Yello Classifieds now! www.yello.in > http://ss1.richmedia.in/recurl.asp?pid=221 >
