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Hi Jock, You miss out this line I wrote: "At the last 5-min bar of the day, do the following: Use a loop to move the ... " Note: I no longer come to this forum regularly.

Hi Jock, Okay, I was confused by your earlier objective of issuing an order on the last 5-min bar of the day to be good for the first bar of the next day. Since in this case, the order is not for that purpose, yes, the earliest it can issue that order is on the close of the first 5-min bar...

Dear Jock, You will need to take care of the initial values of DATR when the number of days is less than 20. Something like this: Var: NumOfDaysGoneBy(0); . . . {Daily TrueRange} DTR[19] = DTH - DTL; NumOfDaysGoneBy = NumOfDaysGoneBy[1] + 1; . . . {Daily ATR} if...

Hi Jock, It should not take long. You can try it out. If (marketposition = 0 and entrydate(1) < date) then... This is a combination of two boolean. Only when both are True then the combined condition is True. Can EntryDate(1) < Date be False? I actaully don't understand what you want...

Hi Jock, Use Array. Go to the TradeStation help index tab and type in the word, array. There are three listings. Read them to get an understanding. Var: Counter(0), Sum(0), DTH(0), DTL(0), DATR(0); Array: DTR[19](0); With the above statement, the DTR array has 20 elements from 0 to 19...

Well, if we get ourselves to understand how the CFTC get the work done, it is really not that difficult to understand why. As I have tried to explain earlier, they need some time to get the numbers compiled after they were submitted to them as of Tuesday position. For Jan2007, we all know that...

The COT reports are released on Friday. Where Friday is a holiday, it will be released on the next working day. But which day it is released is not important as the numbers are always as of the Tuesday of the week. For example, this week. The numbers submitted will be as of Tue, Mar13 and the...

It will certainly help very much if you get familiar with what is available in TS2000i. When in the TS2000i PowerEditor, look for the toolbar button with the "open book" icon. It is 3rd from the right. when you click on it, the EasyLanguage Dictionary will open. Here you can get an idea...

I_OpenEquity certainly is in TS2000i. And if I remember correctly, it is also in the earlier TS4.

Hi RoughTrader, Jock will not be able to use the IntraBarOrderGeneration attribute in his TS 2000i. Also no SessionStartTime(x,x). These are only available in versions after TS 2000i.

Re my earlier post: Sorry, that should be: MOC will not work.

Re what I said earlier: I wasn't very clear here. I mean any order to be executed on the Close of the last intra-day bar of the day (instead of Close of the current bar) when you will be checking for the Date of Next Bar. I might not be entirely correct here. MOO will not work. Not sure...

I am happy for you. The time you spend on finding your (perfect?) code solution, which is independent on fixed close time, that overcome a necessary programming problem is well worth it. The solution is universal for any day-only instrument, meaning open and close on the same day. I am...

Hi spinoza, Step (1) and (2) will show why you will not get a RSI value of 0 even when all 5 days are DOWN close (for 5-day RSI). Similar you will not get a RSI value of 100 even when all 5 days are UP close (for 5-day RSI). In your first post, I think you mentioned you use TradeStation...

Hi spinoza, Something not quite right with the formula you have. From page 65 of J. Welles Wilders, Jr's book: New Concepts in Technical Trading Systems QUOTE The Relative Strength Index Equation The equation for the Relative Strength Index, RSI, is: RSI = 100 - (100/(1 +...

This will not make the EZL code universal for all symbols. Since Jock is testing on 5-min bars, it will not work on symbols that close at 4:15 (1615). His position will be exited on the open of the 1605 bar, 15 mins before the close. You will then need to have different EZL Signal/Strategy...

Re: "If Time = Sess1EndTime Then ExitLong At Open;" Yes, I overlooked the half-day part. I think the holiday should not be a problem because the order should still be generated at the sess1endtime bar for the next bar, even if the next bar is after a holiday. Another way is to try this...

The line "If Date <> Date[1] then ExitLong at Open;" only evalutes on the bar where the date has changed. This means the first bar of the new trading day. Any orders are then issued at the end of this first bar. You may want to use time instead, like Sess1EndTime or LastCalcTime. Note that...

Hi Jock, There is already an Average True Range indicator in TradeStation. It uses the AvgTrueRange function. When you apply this (and any inidicator) for Data2, you have to make it based on Data2 otherwise it defaults to Data1. In TradeStation 8.1: Format Indicator - General tab - Base...

I have seen this many times in my 25 years in the market. Check the first Friday of every month when the employment data are released and if they are way way out of expectation. Even the very very liquid IMM Globex Euro currency futures do gap on 5 min charts and can gap very badly. I have been...