I need some help on the Intraday (1-minute timeframe) code below.
buy/short at 9:35 every morning
when getting 50% profit(i used applystop)
sell at 3:55(force close).
However, my below code always had problem:
1.buy/sell/short/cover prices always are daily close price.
- applystop never works. it always sell at 16:00
i'm very confused that this is a Intraday strategy and my data are 1 minutes from iqfeed.
// starting equity SetOption("InitialEquity", 10000 ); // commission setting SetOption( "CommissionMode", 3 ); /* set commissions AND costs as $ per trade*/ SetOption( "CommissionAmount", 0.0035 ); /* commissions AND cost */ //SetOption("AllowSameBarExit",true); // setting both position size and maximum number of open positions so equity is spread equally among trades: PosQTY = 5; // You can define here how many open positions you want SetOption("MaxOpenPositions", PosQTY ); PositionSize = -100/PosQTY; // invest 100% of portfolio equity divided by max. position count // trading price setting BuyPrice=C;//(O+C+H+L)/4; SellPrice=C;//(O+C+H+L)/4; ShortPrice=O;//(O+C+H+L)/4; CoverPrice=C;//(O+C+H+L)/4; SetTradeDelays(0,0,0,0); Buy = mycondition1; Sell = TimeNum() > 155000; Short =mycondition2; Cover= TimeNum() > 155000; //ApplyStop( stopTypeNBar, stopModeBars, 380 ); ApplyStop(stopTypeProfit, stopModePercent, 0.5); PlotShapes(IIf(Buy,shapeDigit1, Null),colorGreen); PlotShapes(IIf(Sell,shapeDigit2, Null),colorAqua); PlotShapes(IIf(Short,shapeDigit3, Null),colorPink); PlotShapes(IIf(Cover,shapeDigit4, Null),colorAqua); Buy = ExRem(Buy, Sell); Sell = ExRem(Sell, Buy); Short = ExRem(Short, Cover); Cover = ExRem(Cover, Short); Filter = Buy OR Sell OR Short OR Cover; AddColumn( Buy, "Buy", 1 ); AddColumn( Sell, "Sell", 1 ); AddColumn( Short, "Short", 1 ); AddColumn( Cover, "Cover" ,1); AddColumn(C,"Close"); AddColumn(O,"Open"); AddColumn(SD,"SD");