/ Published in: C
Expand |
Embed | Plain Text
Copy this code and paste it in your HTML
[LegacyColorValue = true]; [IntrabarOrderGeneration = false]; // Tradestation Range expansion and other conditions V2 Variables: maxexposure(1000), type(2), sharetotrade(1), Length(55), pct(12), FastAvg(0), MedAvg(0), SlowAvg(0), totalup(0), totaldown(0), totalflat(0), upi(0), downi(0), flati(0), upd(0), downd(0), flatd(0), upw(0), downw(0), flatw(0), Tim1(0), Tim2 (0) , ShareOrPosition(0) , ProfitTargetAmt (0), StopLossAmt(0) , BreakevenFloorAmt(0) , DollarTrailingAmt(0) , PctTrailingFloorAmt (0) , PctTrailingPct(0) , ExitOnClose(false) ,nshares(0), peak(0),valley(0),trend(0); Tim1 =1230 ; Tim2 =1240 ; ShareOrPosition= 1 ; ProfitTargetAmt =12; BreakevenFloorAmt= 0 ; DollarTrailingAmt =0 ; PctTrailingFloorAmt =1; PctTrailingPct= 5 ; ExitOnClose= true ; if type=1 then nshares=maxexposure/average(close,10); if type=2 then nshares=sharetotrade; FastAvg = AverageFC( c, 5 ) ; MedAvg = AverageFC( c, 15 ) ; SlowAvg = AverageFC( c, 30 ) ; Condition1=Range<Average(Range, Length*pct); If Time >=Tim1 and Time <=Tim2 then begin; IF MarketPosition<>1 and TradesToday(date)<1 and Condition1 {and other conditions} then Buy Nshares shares Next Bar at Highest(High,Length)+1 point Stop; IF MarketPosition<>-1 and TradesToday(date)<1 and Condition1 then Sell Short Nshares shares Next Bar at Lowest(Low,Length)-1 point Stop; end; if ShareOrPosition = 1 then SetStopShare else SetStopPosition ; if ProfitTargetAmt > 0 then SetProfitTarget( ProfitTargetAmt ) ; if (Rsi(c,10)< 70 and Rsi(c,10)> 30) then begin SetStopLoss(250); end else if (Rsi(c,10)> 70 )or (Rsi(c,10)< 30 and Rsi(c,10)< Rsi(c,10)[1]) and barssinceentry> 1 then SetStopLoss( 600) ; if BreakevenFloorAmt > 0 then SetBreakeven( BreakevenFloorAmt ) ; if DollarTrailingAmt > 0 then SetDollarTrailing( DollarTrailingAmt ) ; if PctTrailingFloorAmt > 0 and PctTrailingPct > 0 then SetPercentTrailing( PctTrailingFloorAmt, PctTrailingPct ) ; if ExitOnClose = true then SetExitOnClose ;