saico
59 posts
msg #99696
- Ignore saico |
3/16/2011 9:40:44 AM
Hi everyone,
I tried to code the following scenario. Unfortunately I failed so far. I would very appreciate it, if some could help me out here.
The script should do as follows.
- Buy 5 Cents above S1, or lower.
- Buy 5 Cents above S2, or lower.
- Close all positions intraday at the market close.
Much thanks in advance!
saico
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TheRumpledOne
6,411 posts
msg #99699
- Ignore TheRumpledOne |
3/16/2011 11:30:25 AM
- Buy 5 Cents above S1, or lower.
- Buy 5 Cents above S2, or lower.
That is not clear.
Buy 5 Cents above S1, or lower includes Buy 5 Cents above S2, or lower.
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saico
59 posts
msg #99700
- Ignore saico
modified |
3/16/2011 12:21:00 PM
Hi,
you can see S1 and S2 as 2 separate levels, where the script should initiate long positions. So for an example: The next day the S1 for QCOM is at 50.00 USD, which would setup a Limit BUY Trigger at 50.05 USD. S2 is at 49.00, which would mean a LIMIT BUY at 49.05 USD. 5 Cents is just a threshold, since price sometimes doesnt hit exactely the pivots and reverses earlier. In the case of the stock would be gapping down on the open below of both pivots both LIMIT BUYS should get filled. If in another case one, or both got triggered then the positions should be closed at the market close of the same day.
Thanks in advance
saico
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Eman93
4,750 posts
msg #99704
- Ignore Eman93 |
3/16/2011 6:17:45 PM
the inter day data here is delayed and no real inter day data..
Garsworld.com has exactly what you are looking for.
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saico
59 posts
msg #99720
- Ignore saico |
3/17/2011 7:29:06 AM
I want to use the script only for backtesting. So I should be fine with the data that SF delivers.
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