I want to find the open gaps. I use 30m bar. I check price at 9:30am very day.
if open price > yesterday's close * 1.10, buy at yesterday close price and sell
at open price at 9:30am.
my code below doesn't work.
Thanks very much to any assistance.
Charles
Perc = Optimize("Perc", 10, 3, 10, 1);
//=============================================== buy rules
Buyrule1 = TimeNum() == 93000 AND Open > Ref(Close, -1) * (1 + Perc/100);
//=============================================== sell rules
Sellrule1 = TimeNum() == 93000;
//=============================================== trade
Sell = 0;
Buy = Buyrule1;
BuyPrice = Ref(Close, -1);
Sell = Sellrule1;
SellPrice = Open;
// Remove excess signals
Buy = ExRem(Buy, Sell);
// Remove additional signals,
Sell = ExRem(Sell, Buy);
