Intraday Variable for 'Entry Bar' and 'First Bar Of Day'

Intraday Variable for 'Entry Bar' and 'First Bar Of Day'

Kiran
2015-05-03 15:57:29

In intra-day strategy, how do i access ..

1) price at the bar at which the position was entered? I want to enter a StopLoss in Points as follows -
e.g. stop_loss = close[entry_bar-1] - low[entry_bar-1];

2) the first bar of day - e.g. would like to specify a condition such as "buy at 3rd bar of day"

3) In general, how do i specify an absolute bar index e.g. high(3rd bar of the day).. I found a YTimeClose function that returns price at a specific time and helps, but this would be more elegant to test across systems with different bar intervals.

Would be nice to reference EntryBar and FirstBarOfDay as variables/functions we can use in strategy scripts.

QuantShare
2015-05-05 02:46:17

Hi,

1/ You can access this only using the money management script
The QS language is executed before the backtesting process to generate signals. It doesn't have access to trades and equity data.

2/

a = day() != ref(day(), X);

3/
a = day() != ref(day(), X);
b = valuewhen(a, high);

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