Mine is a simple program, which does check the direction of movement of an indicator.
The program does filter the stocks based on certain conditions.
I am trying add one more condition, " check if the direction change happened in the morning before 10:30 am today".
I will analyze and act only o those filtered stocks in the remaining time of the day available for trading.
I am looking for SYNTAX of using time in building a filter condition. Here is the code"
_SECTION_BEGIN("SatSTOM11");
LookBack = Param("Lookback", 31, 2, 100 );
Smooth1 = Param("Smooth 1", 25, 1, 100 );
Smooth2 = Param("Smooth 2", 2, 1, 100 );
HH = HHV( H, LookBack );
LL = LLV( L, LookBack );
StoMom = 100 * EMA( EMA( C - 0.5 * ( HH + LL ), Smooth1 ), Smooth2 ) /
( 0.5 * EMA( EMA( HH - LL, Smooth1 ), Smooth2 ) );
Plot(StoMom, _DEFAULT_NAME(), colorwhite);
PlotGrid(0, colorwhite,8, 1, False );
PlotGrid(30, colorRed,10, 1, False );
PlotGrid(-30, colorBlue,10, 1, False );
Buy=(StoMom>Ref(StoMom,-1) AND Ref(StoMom,-1)<Ref(StoMom,-2));// AND time was <=today 10:30 am;
Filter = Buy ;
sig=IIf(Buy==True,1,2);
AddColumn(sig, "Signal");
SetSortColumns(-2);
_SECTION_END();