Custom Outputs in Rules Analyzer

Custom Outputs in Rules Analyzer

clonex
2014-01-06 22:32:54

Theese are my OUTPUTS for FOREX MARKETS

If you want to simulate time exit:

Long: SET: _PERF(OPEN) WHERE: Hour() == 18 // Close position 19 HOUR at OPEN

Short: SET: -(_PERF(OPEN)) WHERE: Hour() == 18 // Close position 19 HOUR at OPEN

If you want to simulate time exit at specific day:

Long: SET: _PERF(OPEN) WHERE: DAYOFWEEK() ==5 AND HOUR() == 18 // Close postion at Friday at 19 HOUR at OPEN
Short: SET: -(_PERF(OPEN)) WHERE: DAYOFWEEK() ==5 AND HOUR() == 18 // Close postion at Friday at 19 HOUR at OPEN

If you want to simulate time exit and SL:

Long: SET: _PERF(OPEN) WHERE: (OPEN< (_REF(OPEN)-PIPS(50))) OR ISLASTBAR() OR HOUR() == 18 // 50 pips SL or TIME EXIT 19 HOUR at OPEN

Short: SET: -(_PERF(OPEN)) WHERE: OPEN >(_REF(OPEN)+PIPS(50)) OR ISLASTBAR() OR HOUR() == 18 // 50 pips SL or TIME EXIT 19 HOUR at OPEN

PIPS you can replace with 0.0050

QuantShare
2014-01-07 15:04:41

Excellent, thank you for describing your outputs.

clonex
2014-01-13 16:20:45

If you want to use ATR(24) SL and HOUR EXIT:

Long: SET: _PERF(OPEN) WHERE: (OPEN< (_REF(OPEN)-ATR(24))) OR ISLASTBAR() OR HOUR() == 18
Short:SET: -_PERF(OPEN) WHERE: (OPEN> (_REF(OPEN)+ATR(24))) OR ISLASTBAR() OR HOUR() == 18

If you want to use TRAILING ATR(24) SL and HOUR EXIT:

Long: SET: _PERF(OPEN) WHERE: OPEN < (_MAX(OPEN)-ATR(24)) OR ISLASTBAR() OR HOUR() == 18
Short: SET: -_PERF(OPEN) WHERE: OPEN > (_MAX(OPEN)+ATR(24)) OR ISLASTBAR() OR HOUR() == 18

If you want to use ATR(24) SL and ATR(120) PT and HOUR EXIT:

Long: SET: _PERF(OPEN) WHERE:(OPEN< (_REF(OPEN)-2*ATR(24))) OR (OPEN> (_REF(OPEN)+1*ATR(120))) OR ISLASTBAR() OR HOUR() == 18
Short: SET: -_PERF(OPEN) WHERE:(OPEN> (_REF(OPEN)+2*ATR(24))) OR (OPEN< (_REF(OPEN)-1*ATR(120))) OR ISLASTBAR() OR HOUR() == 18

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