let me know when you find a way to do it. check my earlier posts on the same issue. you can only access H and L bars dailybars from intraday. You cannot access any of the daily indicators intraday in your backtesting.
--- In [email protected], "nizar.ma...@..." <nizar.ma...@...> wrote: > > Hi, > > I currently have my system set up as below. > The way its set up is as an EOD system. > > Now I want to modify it to have intraday entries. > So as soon as todays bar meets the system entry criteria (in terms of price% > change, volume, and liquidity) then enter immediately (ie. don't wait for the > close). > > How would i do that? > > Thanks. > > Nizar. > > settradedelays( 1, 1, 1, 1 ); > > LBP = Param("ATR Look Back", 10, 5, 50, 1);; > Multi = Param("ATR Multiple", 2, 1, 5, 0.1);; > Pr = Close; > AT = ATR(LBP); > > Entry1 = Indicator1; > Entry2 = Indicator2; > Entry3 = Indicator3; > Entry4 = Indicator4; > Entry5 = Indicator5; > > Buy = Entry1 && Entry2 && Entry3 && Entry4 && Entry5; > BuyPrice = Open; > trailARRAY = Null; > trailstop = 0; > Longtriggerbar = 0; > > for( i = 1; i < BarCount; i++ ) > { > > if( trailstop == 0 AND Buy[ i ] ) > { > trailstop = Pr[ i ] - Multi * AT[i]; > Longtriggerbar = i; > } > else Buy[ i ] = 0; // remove excess buy signals > > if( trailstop > 0 AND Low[ i ] < trailstop and i != Longtriggerbar) > { > Sell[ i ] = 1; > SellPrice[ i ] = trailstop; > trailstop = 0; > } > > if( trailstop > 0 ) > { > trailstop = Max( Pr[ i ] - Multi * AT [i], trailstop ); > trailARRAY[ i ] = trailstop; > } > > } > > > Plot( Close,"Price",colorBlack,styleBar); > Plot( trailARRAY,"trailing stop level", colorRed ); > > // Rank trades according to ATR if insufficient capital > > PositionScore = 100-ATR(10); > > // Divide capital into 4 positions > // Plot equity chart > > NumPos = 4; > SetOption("MaxOpenPositions",NumPos); > PositionSize = -100/NumPos; > > Plot(C,"C",colorBlack,styleCandle); > e = Equity(); > Plot(e,"Equity",colorGreen,styleLine | styleOwnScale); >
